STEADY-STATE ANALYSIS OF A BISTABLE SYSTEM WITH ADDITIVE AND MULTIPLICATIVE NOISES

Authors
Citation
Y. Jia et Jr. Li, STEADY-STATE ANALYSIS OF A BISTABLE SYSTEM WITH ADDITIVE AND MULTIPLICATIVE NOISES, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 53(6), 1996, pp. 5786-5792
Citations number
16
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
53
Issue
6
Year of publication
1996
Part
A
Pages
5786 - 5792
Database
ISI
SICI code
1063-651X(1996)53:6<5786:SAOABS>2.0.ZU;2-Q
Abstract
An approximate Fokker-Planck equation for a general one-dimensional sy stem driven by correlated noises is derived; the correlation times of the correlations between the noises are nonzero. The steady-state prop erties of the bistable kinetic model are analyzed. We find the followi ng. (1) In the alpha-D parameter plane (alpha and D are the additive n oise and multiplicative noise intensities, respectively), the area of the bimodal region of the stationary probability distribution (SPD) is contracted as lambda is increased (lambda is the strength of the corr elations between noises), but the area of the bimodal region of the SP D is enlarged as tau is increased (tau is the correlation time of the correlations between noises). (2) lambda and tau play opposing roles i n the transition of the SPD of the system. (3) For the case of perfect ly correlated noises (lambda=1), there is not the phenomenon of the cr itical ratio (alpha/D=1) which was shown by Wu, Cao, and Re [Phys. Rev . E 50, 2496 (1994)]. (4) The change of the mean of the state variable is very remarkable in the small tau and large lambda regimes. (5) The normalized variance of the state variable increases with increasing t au, but decreases with increasing lambda.