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Stochastic systems with cross-correlated Gaussian white noises |
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| Authors: | Wang Cheng-Yu Gao Yun Song Yu-Min Zhou Peng and Yang Hai |
| Institution: | Physics Department, Yunnan Normal University, Kunming 650092, China;Editorial Department, Journal of Yunnan Normal University, Kunming 650092, China;Physics Department, Yunnan Normal University, Kunming 650092, China;Physics Department, Yunnan Normal University, Kunming 650092, China;Physics Department, Yunnan Normal University, Kunming 650092, China |
| Abstract: | This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker-Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions. |
| Keywords: | phase transitions fluctuation phenomenon stochastic processes |
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