Semiconductor laser systems excited by multiplicative Ornstein-Uhlenbeck noise and additive sine-Wiener noise in relation to real and imaginary parts

In this paper we study a semiconductor laser system excited by multiplicative Ornstein-Uhlenbeck (OU) noise and additive sine-Wiener (SW) noise with a related real part and imaginary part. The two-dimensional Langevin equation (LE) with cross-correlating complex OU noise and complex SW noise is equivalent to the six-dimensional LE. Based on functional methods and spatial dimension extension methods, the six-dimensional Fokker-Planck equation (FPE) is achieved. Through Taylor expansion approximation and linear transformation, the dimensionality of FPE is reduced, and the exact expression of the probability distribution (SPD) in steady state is obtained. The impacts of noise parameters on laser intensity on SPD are further analyzed. Moreover, based on the reduced FPE, the information entropy of the system is obtained. This calculation is useful for us to understand further the influence of system parameters and noise correlation coefficient on the system. The main work lies in obtaining an alternative method for deriving a FPE corresponding to the two-dimensional stochastic semiconductor laser model, which is more applicable than methods in previous literature. An equivalent expression for cross-correlated OU noise and cross-correlated SW noise as well as a method for approximate solutions of a high-dimensional FPE are also provided.