Abstract:
The colored noise problem is studied from the point of view of consistent Markovian approximations through extending unified colored-noise approximation to the case of two-colored-noise driving systems. A bistable system simultaneously driven by multiplicative and additive colored noise is investigated by means of the extended unified colored-noise approximation. It is found that, for weak strength and color of the additive noise, the form of the stationary probability distribution changes from a unimodal to a bimodal structure via a three modal one as the correlation time of the multiplicative colored noise increases, showing the system undergoes a first order phase transition from a monostable to a bistable state. Numerical simulations support our results.
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Received 10 August 1998 and Received in final form 23 April 1999
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Ke, S., Wu, D. & Cao, L. Phase transitions in a bistable system driven by two colored noises. Eur. Phys. J. B 12, 119–122 (1999). https://doi.org/10.1007/s100510050985
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DOI: https://doi.org/10.1007/s100510050985