关联噪声驱动多维系统的随机动力学

Stochastic Dynamics for Multi Dimensional Systems Driven by Correlated Noises

应用随机方法，将关联高斯白噪声驱动系统的随机动力学由一维随机变量的情况推广到了多维的情况，推导了该情况下的一般福克－普朗克方程．应用以上得到的一般福克－普朗克方程，推得了双模激光系统的福克－普朗克方程．发现关联噪声情况下。

The stochastic dynamics for one dimensional systems driven by correlated Gaussian white noises is extended to that for multi dimensional systems using the stochastic method. The general Fokker Planck equation (GFPE) is derived. With GFPE, the Fokker Planck equation (FPE) for a two mode laser driven by correlated Gaussian white noises is then derived. It has been found that the FPE of two mode laser driven by correlated noises is more complicated than that driven by noncorrelated noises.