Abstract
The influence is considered of two additive correlated noise effects on a two-dimensional quadratic-nonlinear system describing the behavior of two hydrodynamic modes. Using the method of Gaussian approximation, local characteristics of the distribution function are calculated, which are used to construct the global distribution function with the aid of the method of fraction-rational approximations. It is shown that for a system at whose bifurcation point the asymptotic stability is lost, in an expanded space of parameters (bifurcation parameter in the absence of noise plus noise parameters) there appears an instability zone within which the stationary distribution function does not exist. The effect of noise correlation on the stationary characteristics of the system is studied.
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Fedchenia, I.I. Local methods for constructing stationary distribution functions of systems of stochastic differential Langevin-type equations: Noise influence on simple bifurcation. J Stat Phys 50, 1043–1068 (1988). https://doi.org/10.1007/BF01019152
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DOI: https://doi.org/10.1007/BF01019152