Effects of self-correlation time and cross-correlation time of additive and multiplicative colored noises for dynamical properties of a bistable system (Q858031)

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Effects of self-correlation time and cross-correlation time of additive and multiplicative colored noises for dynamical properties of a bistable system
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    Effects of self-correlation time and cross-correlation time of additive and multiplicative colored noises for dynamical properties of a bistable system (English)
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    5 January 2007
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    One considers a nonlinear third order Duffing's system submitted to a multiplicative and an additive coloured noise. By using the Novikov's theorem combined with Fox' approach and the Hanggi's ansatz, one can obtain an approximate Fokker-Planck equation for this system, therefore various expressions for the state probability density, depending upon the magnitudes of the various parameters so involved.
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    bistable system
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    cross-correlated colored noises
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    probability distribution
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    relaxation time
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    correlation function
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