Stochastic systems with cross-correlated Gaussian white noises  

作　　者：王成玉 高云 宋玉敏 周鹏 杨海 

机构地区：[1]Physics Department,Yunnan Normal University [2]Editorial Department,Journal of Yunnan Normal University

出　　处：《Chinese Physics B》2010年第11期510-515,共6页中国物理B（英文版）

基　　金：Project supported by the Fund for Less Developed Regions of the National Natural Science Foundation of China (Grant No. 10864009);the Natural Science Foundation of Yunnan Province,China (Grant No. 2008CD109)

摘　　要：This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequflibrium 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.This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequflibrium 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.

关 键 词：phase transitions fluctuation phenomenon stochastic processes 

分 类 号：N93[自然科学总论]