Stochastic systems with cross-correlated Gaussian white noises

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2010 Chinese Physical Society and IOP Publishing Ltd
, , Citation Wang Cheng-Yu et al 2010 Chinese Phys. B 19 116401 DOI 10.1088/1674-1056/19/11/116401

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1 Physics Department, Yunnan Normal University, Kunming 650092, China

2 Editorial Department, Journal of Yunnan Normal University, Kunming 650092, China

Dates

  1. Received 27 November 2009
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1674-1056/19/11/116401

Abstract

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

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