ISSN:
1434-6036
Keywords:
PACS. 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 82.20.Db Statistical theories (including transition state)
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract: The colored noise problem is studied from the point of view of consistent Markovian approximations through extending unified colored-noise approximation to the case of two-colored-noise driving systems. A bistable system simultaneously driven by multiplicative and additive colored noise is investigated by means of the extended unified colored-noise approximation. It is found that, for weak strength and color of the additive noise, the form of the stationary probability distribution changes from a unimodal to a bimodal structure via a three modal one as the correlation time of the multiplicative colored noise increases, showing the system undergoes a first order phase transition from a monostable to a bistable state. Numerical simulations support our results.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s100510050985
Permalink