Effects of Self-Correlation Time and Cross-Correlation Time of Additive and Multiplicative Colored Noises for Dynamical Properties of a Bistable System

Considering a bistable system driven by additive and multiplicative colored noises with colored cross-correlation, we obtain the analytic expressions of the stationary probability distribution P _st(x), the linear relaxation time T _c , and the correlated function C(s). The effects of the noise intensity, the self-correlation time and the cross-correlation time for the bistable system are discussed. The noise intensity D speeds up relaxation of the system from unstable points, which when D < Q, the effects are the most obvious; when D > Q, the effects are damped. The self-correlation time τ₁ and τ₂ make the stationary probability distribution of the dynamical variable x be shaper and speed up the fluctuation decay of the dynamical variable x. On the contrary, the cross-correlation time τ₃ makes the stationary probability distribution of the dynamical variable x be flatter and slows down the fluctuation decay of the dynamical variable x. The effect of the self-correlation time is more projecting than the effect of the cross-correlation time. PACS number: 05.40.−a, 02.50.−r, 05.10.Gg.     

Time Dependence of Entropy Flux and Entropy Production of a Dissipative Dynamical System Driven by Non-Gaussian Noise

A stochastic dissipative dynamical system driven by non-Gaussian noise is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. Based on the definition of Shannon＇s information entropy, the exact time dependence of entropy flux and entropy production of the system is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculation can be used to interpret the interplay of the dissipative constant and non-Gaussian noise on the entropy flux and entropy production.     

加性信号调制下指数形式关联噪声驱动的单模激光的光强关联时间

采用线性化近似,计算了加性信号调制下的由具有指数关联的两白噪声驱动的单模激光增益模型的光强关联时间.发现两噪声间关联程度对光强关联时间随噪声强度的变化曲线有很大的影响,两噪声间关联程度取不同值时,光强关联时间随噪声强度的变化曲线中将出现极大值(即出现共振) 或极小值(即出现抑制) .