Dynamics of a stochastic system driven by cross-correlated sine-Wiener bounded noises

被引:0
作者
Can-Jun Wang
Qiao-Feng Lin
Yuan-Gen Yao
Ke-Li Yang
Meng-Yu Tian
Ya Wang
机构
[1] Baoji University of Arts and Sciences,Nonlinear Research Institute
[2] Baoji University of Arts and Sciences,Institute of Geography and Environment
[3] Huazhong Agricultural University,Department of Physics, College of Science
来源
Nonlinear Dynamics | 2019年 / 95卷
关键词
Cross-correlated sine-Wiener bounded noises; Fokker–Planck equation; Bistable dynamical system;
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学科分类号
摘要
The sine-Wiener noise, as one new type of bounded noise and a natural tool to model fluctuations in dynamical systems, has been applied to problems in a variety of areas, especially in biomolecular networks and neural models. In this paper, by virtue of the Novikov theorem, Fox’s approach, and the ansatz of Hanggi, an approximate Fokker–Planck equation is derived for an one-dimensional Langevin-type equation with cross-correlated sine-Wiener noise. Meanwhile, the dynamical characters of a bistable system driven by cross-correlated sine-Wiener noise are investigated by applying the approximate theoretical method. For the bistable system, the cross-correlation intensity λ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda $$\end{document} can induce the reentrance-like phase transition, while the other noise intensities and the self-correlation time, except for the self-correlation time of additive bounded noise, can induce the first-order-like phase transition. The transition from the stable state to another one can be accelerated by α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} (additive bounded noise intensity), τ1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau _1$$\end{document} (the self-correlation time of the multiplicative bounded noise), and τ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau _2$$\end{document} (the self-correlation time of the additive bounded noise) and can be restrained with λ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda $$\end{document} and τ3\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau _3$$\end{document} (self-correlation time of the cross-correlation bounded noise). It is interesting that the noise-enhanced stability phenomenon is observed with D (multiplicative bounded noise intensity) varying for the positive correlation (λ>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda >0$$\end{document}) and is enhanced as λ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\lambda $$\end{document} increases. The numerical results are in basic agreement with the theoretical predictions.
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页码:1941 / 1956
页数:15
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