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
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.