Associated relaxation time and intensity correlation function of a bistable system driven by cross-correlation additive and multiplicative coloured noise sources

Ping Zhu ()

The European Physical Journal B: Condensed Matter and Complex Systems, 2007, vol. 55, issue 4, 447-452

Abstract: The associated relaxation time and the intensity correlation function of a bistable system driven by an additive and a multiplicative coloured noise with coloured cross-correlation are investigated. Using the Novikov theorem and the projection operator method, the analytic expressions of the stationary probability distribution P st (x), the relaxation time T c , and the normalized correlation function C(s) of the system are obtained. The effects of the noise intensity, the cross-correlation strength λ and the cross-correlation time τ are discussed. By numerical computation, it is found that the cross-correlation strength |λ| and the quantum noise intensity D decrease the relaxation of the system from unstable points. The cross-correlation time τ delays relaxation of the system from unstable points. The cross-correlation strength λ and the cross-correlation time τ can alter the effects of the pump noise intensity Q. Thus, the relaxation time T c is a stochastic resonant phenomenon, and distribution curves exhibit a single-maximum structure. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2007

Keywords: 05.40.-a Fluctuation phenomena; 02.50.-r Probability theory; stochastic processes; 05.10.Gg Stochastic analysis methods (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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DOI: 10.1140/epjb/e2007-00076-8

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