Probability and Joint Probability Distributions for Systems Driven by Correlated Colored Noises

This paper deals with systems driven by correlated colored noises. The evolution equations for both the single and joint probability distribution functions are derived. It is shown that both the stationary and dynamical properties of the systems are affected by correlated colored noises. These results are obtained by means of the systematic use of the ordered cumulant-expansion technique.     

The Mean First-Passage Time of the System Driven by Internal and External Noise Simultaneously

We derive an equation of motion of mean firat-passage time (MFPT) for the nonlinear system driven by the external and internal noise simultaneously. An approximate formula of MFPT is obtained by the perturbation technique. We find the coupling effect of the internal and the external noise for the MFPT. Using the steepest descending method we obtain the MFPT for a specific model.     

System Driven by Correlated Gaussian Noises Related with Disorder

A system driven by correlated Gaussian noises related with disorder is investigated. The Fokker-Planck equation （FPE） for the system is derived. Using the FPE derived, some systems driven by correlated Gaussian noises related with disorder can be investigated for Brownian motors, nonequilibrium transition, resonant activation, stochastic resonance, and so on. We only give one example： i.e., using the FPE derived, we study the resonant activation for a single motor protein model with correlated noises related to disorder. Since the correlated noise related to disorder usually exists with the friction, for the temperature, and so on, our results have generic physical meanings for physics, chemistry, biology and other sciences.     

Fokker-Planck Equation of a Stochastic System Driven by Spatially-Related Noises

In this paper we study a general stochastic system driven by the spatially-related Gaussian white noises. The corresponding Fokker-Planck equation is calculated; and some typical cases are analyzed. Finally, by the Fokker-Planck equation derived in the paper we study a single bistable kinetic process with spatially-related noise. The results obtained in the paper provide a correct foundation for the.treatment of the stochastic systems driven by spatially-related noises.     

The Mean First-Passage Time of the System Driven by Non-Markovian Multivalued Noises

We generalize the method for the calculation of the mean first-passage time (MFPT) developed by Weiss et al.^[1] to the situations where the processes are driven by non-Markovian multivalued noises. For simplicity, we restrict ourselves to three cases: the noises have rectangular, long-tail and combined temporal distributions. The concrete calculations of MFPT are made with an important example and explicit analytical expressions are obtained.     

Stationary Intensity Distribution of Single-Mode Laser Driven by Additive and Multiplicative Colored Noises with Colored Cross-Correlation

Applying the approximate Fokker-Planck equation we derived, we obtain the analytic expression of thestationary laser intensity distribution Pst(Ⅰ) by studying the single-mode laser cubic model subject to colored cross-correlation additive and multiplicative noise, each of which is colored. Based on it, we discuss the effects on the stationarylaser intensity distribution Pst(Ⅰ) by cross-correlation between noises and “color“ of noises (non-Markovian effect) whenthe laser system is above the threshold. In detail, we analyze two cases: One is that the three correlation-times (i.e.the self-correlation and cross-correlation times of the additive and multiplicative noise) are chosen to be the same value(τ1 = τ2 = τ3 = τ). For this case, the effect of noise cross-correlation is investigated emphatically, and we detect thatonly when λ≠ 0 can the noise-induced transition occur in the Pst(Ⅰ) curve, and only when τ≠ 0 and λ≠ 0, can the“reentrant noise-induced transition“ occur. The other case is that the three correlation times are not the same value,τ1 ≠τ2 ≠τ3. For this case, we find that the noise-induced transition occurring in the Pst (Ⅰ) curve is entirely differentwhen the values of τ1, τ2, and τ3 are changed respectively. In particular, when τ2 (self-correlation time of additivenoise) is changing, the ratio of the two maximums of the Pst(Ⅰ) curve R exhibits an interesting phenomenon, “reentrantnoise-induced transition“, which demonstrates the effect of noise “color“ (non-Markovian effect).     

Flux for a System with Infinite Globally Coupled Oscillators Driven by Temporal-Spatial Noises

The transport of a spatially periodic system with infinite globally coupled oscillators driven by temporalspatial noises is investigated. The probability current shows that the correlation of the multiplicative noises with the space, the spatial asymmetry, and the coupling among the different oscillators are ingredients for the transport of particles. It is a new phenomenon that the correlation of the multiplicative noises with the space can induce the nonzero flux.     

Flux for a System with Infinite Globally Coupled Oscillators Driven by Temporal-Spatial Noises

The transport of a spatially periodic system with infinite globally coupled oscillators driven by temporalspatial noises is investigated. The probability current shows that the correlation of the multiplicative noises with the space, the spatial asymmetry, and the coupling among the different oscillators are ingredients for the transport of particles. It is a new phenomenon that the correlation of the multiplicative noises with the space can induce the nonzero flux.     

An Expansion Approach for the Stationary Probability Distribution of Systems Driven by Colored Noise

The stationary probability distributiolr of the two-dimensional Fokker-Planck equation of systems driven by colored noise is obtained in terms of an expansion iteration. The solution is compared with that obtained by the one-dimensional effective Fokker-Planck equation approaches. The behavior of several leading terms in the expansion for both small and large correlation times is analyzed. Numerical results support the analytical approach.     

Extinction Time of a Metapopulation Driven by Colored Correlated Noises

The simplified incidence function model which is driven by the colored correlated noises is employed to investigate the extinction time of a metapopulation perturbed by environments. The approximate Fokker-Planck Equation and the mean first passage time which denotes the extinction time （Tex） are obtained by virtue of the Novikov theorem and the Fox approach. After introducing a noise intensity ratio and a dimensionless parameter R = D /α （D and a are the multiplicative and additive colored noise intensities respectively）, and then performing numerical computations, the results indicate that： （i） The absolute value of correlation strength A and its correlation time τ3 play opposite roles on the Tex; （ii） For the case of 0 〈λ〈 1,α and its correlation time τ2 play opposite roles on the Tex in which R〉 1 is the best condition, and there is one-peak structure on the Tex - D plot; （iii） For the case of-1 〈 λ≤ 0, D and its correlation time τ1 play opposite roles on the Tex in which R 〈 1 is the best condition and there is one-peak structure on the Tex - τ2 plot.     

Escape of Brownian Particles in the System Driven by Correlated White Noises:Comparison of Three Models

The relative escape rate (RER) in the bistable sawtooth system driven by correlated white noises was studied in the case of linear multiplicative noise coefficient.And we compare the RER of linear multiplicative noise coefficient with the RER of the piecewise constant multiplicative noise coefficient in the bistable sawtooth system,finally compare the RER of the bistable sawtooth potential with the RER of the quartic potential in the case of linear multiplicative noise coefficient.It can be seen that the form of the multiplicative noise coefficient and the nonlinearity of potential have an important influence on the resonant activation and the suppression of the RER.The resonant activation of the RER vanishes in the negative correlation when the multiplicative noise coefficient was shifted from piecewise constant to linear function in the bistable sawtooth potential.The suppression of the RER disappears in the negative correlation when thelinear potential is converted into nonlinear one.``     

Escape of Brownian Particles in the System Driven by Correlated White Noises:Comparison of Three Models

The relative escape rate (RER) in the bistable sawtooth system driven by correlated white noises was studied in the case of linear multiplicative noise coefficient.And we compare the RER of linear multiplicative noise coefficient with the RER of the piecewise constant multiplicative noise coefficient in the bistable sawtooth system,finally compare the RER of the bistable sawtooth potential with the RER of the quartic potential in the case of linear multiplicative noise coefficient.It can be seen that the form of the multiplicative noise coefficient and the nonlinearity of potential have an important influence on the resonant activation and the suppression of the RER.The resonant activation of the RER vanishes in the negative correlation when the multiplicative noise coefficient was shifted from piecewise constant to linear function in the bistable sawtooth potential.The suppression of the RER disappears in the negative correlation when thelinear potential is converted into nonlinear one.     

The Stochastic Adiabatic Approximation of Multidimensional Non-Markovian Systems Driven by the Ornstein-Uhlenbeck Noises

A set of nonlinear stochastic differential equations (NSDE'S) that describes a large class of nonlinear multidimensional non-Markovian dynamical systems driven by the Ornstein- Uhlenbeck(O-U) noises is studied. By virtue of the stochastic generalization of usual adiabatic approximation, we obtain the equation for the order parameter. The statistical properties of the new stochastic variables occurred are studied. The effective Fokker-Planck equation (EFPE) corresponding to the equation for the order parameter is derived and the stationary solution of EFPE is calculated.     

Evolution of Quantum States Simultaneously Undergoing Two Kinds of Quantum Noises

International Journal of Theoretical Physics - Using the thermal-entangled state representations, we obtain the analytical evolution of quantum states simultaneously undergoing two kinds of quantum...     

Influence of Coloured Correlated Noises on Probability Distribution and Mean of Tumour Cell Number in the Logistic Growth Model

An approximate Fokker-Planck equation for the logistic growth model which is driven by coloured correlated noises is derived by applying the Novikov theorem and the Fox approximation. The steady-state probability distribution （SPD） and the mean of the tumour cell number are analysed. It is found that the SPD is the single extremum configuration when the degree of correlation between the multiplicative and additive noises, λ is in -1 〈λ≤0 and can be the double extrema in 0〈λ〈1. A configuration transition occurs because of the variation of noise parameters. A minimum appears in the curve of the mean of the steady-state tumour cell number, （x）, versus λ The position and the value of the minimum are controlled by the noise-correlated times.     

Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises: Mean First-Passage Time

The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter (measures deviation from Gaussian character) r, the delay time τ, the noise correlation time τ₀, the intensities D and α of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ₀, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.     

The Systematic Approximation and the Systematic Adiabatic Approximation for the Stochastic Systems Driven by O-U Noises

In this paper, we generalize the systematic approximation and the systematic adiabatic approximation developed by G. Schöner and H.aken^[1,2] to the stochastic systems driven by O-U noises. After eliminating the fast variables st, we introduce a new family of stochastic processes K_t^(υ) (υ≥2) in the equations for the order parameters vt. A typical model serves to illustrate how to derive the equation for the order parameter and how to calculate the statistical properties of the new stochastic processes K_t^(υ) (υ≥2). Some significant discussions and conclusions are given in Sec. V.