相关加法和乘法噪声的统一描述

THE UNIFY DESCRIPTION OF CORRELATED ADDITIVE AND MULTIPLICATIVE NOISES

考虑了一个具有相关加法和乘法高斯白噪声的过程,并利用两种方法(序累积技术和退耦合技术)推导了该过程的FPE.做为例子,我们将所得FPE应用到一个双稳态模型,得到了该模型的定态最可几方程。通过这一最可几方程的讨论,我们将看到噪声的关联对系统噪声感应相变的影响。

We consider a process with correlated additicve and multiplictive Gaussian white noises and derive its FPE by means of two methods (ordered cumulant technigue and decoupled technique). As an exmaple, we apply the FPE to a bistable model, and get its equation of stationary most probable value. Through the discussion on the equation, we'll see the effects of correlation between noises on noise induced transction.