Noise-induced transitions in a bistable process driven by non-Markovian noise: stationary states

Stationary states of the Verhulst process driven by non-Markovian dichotomic noise containing both Markovian and exponentially damped explicitly non-Markovian components are investigated. Noise-induced stationary states are compared with such states induced by purely Markovian dichotomic noise. It is found that the non-Markovianity of the driving noise may result in the appearance of new noise-induced stationary states, but in some cases, especially for higher values of the deterministic bifurcation parameter, non-Markovianity may result in the damping of Markovian noise-induced states. Besides, non-Markovianity generally diminishes the dispersion of noise-broadened states. (author)