Published November 2010 | Version v1
Journal article

Stochastic systems with cross-correlated Gaussian white noises

  • 1. Physics Department, Yunnan Normal University, Kunming 650092 (China)
  • 2. Editorial Department, Journal of Yunnan Normal University, Kunming 650092 (China)

Description

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker—Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions

Availability note (English)

Available from http://dx.doi.org/10.1088/1674-1056/19/11/116401

Additional details

Publishing Information

Journal Title
Chinese Physics. B
Journal Volume
19
Journal Issue
11
Journal Page Range
[6 p.]
ISSN
1674-1056

INIS

Country of Publication
China
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
45006990
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
CORRELATIONS; FOKKER-PLANCK EQUATION; MATHEMATICAL SOLUTIONS; NOISE; NONLINEAR PROBLEMS; STEADY-STATE CONDITIONS; STOCHASTIC PROCESSES
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS