C. Li et al., BISTABLE KINETIC-MODEL DRIVEN BY CORRELATED NOISES - UNIFIED COLORED-NOISE APPROXIMATION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 52(3), 1995, pp. 3228-3231
A Fokker-Planck equation for a general one-dimensional non-Markovian s
ystem driven by correlated Gaussian noises is derived by means of an e
xtended unified colored-noise approximation. The general stationary pr
obability distribution (SPD) is obtained. The SPD contains three impor
tant limits: the uncorrelated noise limit, the white noise limit, and
the usual uncorrelated white noise limit. The following important phys
ical aspects have been revealed by virtue of the above-mentioned SPD.
(1) In contrast to the well known case of uncorrelated white noises wh
ere the parameter of additive noise cannot enter the extremal equation
of SPD, now the additive noise parameter does enter the extremal equa
tion as a non-Markovian effect even if the system is driven by uncorre
lated noises. (2) When the correlation between the noises does exist,
the SPD contains information caused by both correlation and color of t
he noises. The general results obtained in this Brief Report are appli
ed to a bistable kinetic model. We find for the steady state of the mo
del that in the case of correlated noises, the symmetry of SPD under t
he reflection of the state variable x with respect to the origin is de
stroyed. However in the case of non-Markovian processes driven by unco
rrelated noises, the above symmetry is preserved.