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.