负关联噪声驱动双稳系统的随机动力学

Stochastic Dynamics for a Single Bistable Kinetic Process Driven by Negative Correlated Noises

应用具有负关联噪声驱动系统的一般福克－普朗克方程，研究了具有负关联的加法和乘法高斯白噪声驱动的双稳系统，导得了该情形下的福克－普朗克方程．比较了双稳系统在正关联和负关联的高斯白噪声驱动下，定态几率分布和极值位置的变化，以及有关的各参数对定态几率分布单双峰转变的影响．

The general Fokker Planck equation of a system driven by correlated noises is used to study a single bistable kinetic process driven by correlated additive and multiplicative Gaussian white noises. The stationary probability distribution (SPD) is obtained. Comparisons are made between systems driven by positive correlated noises and those driven by negative correlated noises in the change of SPD and the position of the extreme value. The effects of various parameters on the transition between unimodal SPD and bimodal SPD are studied.