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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scientific article; zbMATH DE number 5082155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of self-correlation time and cross-correlation time of additive and multiplicative colored noises for dynamical properties of a bistable system |
scientific article; zbMATH DE number 5082155 |
Statements
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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