Two different kinds of time delays in a stochastic system |
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Authors: | X Gu S Zhu D Wu |
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Institution: | (1) School of Physical Science and Technology, Suzhou University, Suzhou, Jiangsu, 215006, P.R. China |
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Abstract: | The steady state properties of a noise-driven bistable system are
investigated when there are two different kinds of time delays
existed in the deterministic and fluctuating forces respectively.
Using the approximation of the probability density approach, the
delayed Fokker-Planck equation is obtained. The stationary
probability distribution (SPD) and the variance of the system are
derived. It is found that the time delay τ in the deterministic
force can reduce the fluctuations while the time delay β in
the fluctuating force can enhance the fluctuations. Numerical
simulations are presented and are in good agreement with the
approximate theoretical results. |
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Keywords: | 05 40 -a Fluctuation phenomena random processes noise and Brownian motion 02 30 Ks Delay and functional equations 02 50 Ey Stochastic processes |
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