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加性噪声与乘性噪声之间的相关性对双势阱激活的影响。

Effect of correlation between additive and multiplicative noises on the activation from a double well.

作者信息

Fu H X, Cao L, Wu D J

机构信息

Department of Physics, Huazhong University of Science and Technology, Wuhan 430074, China.

出版信息

Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Jun;59(6):R6235-8. doi: 10.1103/physreve.59.r6235.

DOI:10.1103/physreve.59.r6235
PMID:11969727
Abstract

We study the thermal activation problem of a bistable system driven by correlated additive and multiplicative noises by means of numerical simulation. We find that in the colored noise case the suppression effect of the positive correlation decreases and finally is released as the autocorrelation time tau of the colored noise grows. When tau is large enough, negative correlation becomes more suppressive than the positive correlation. Such phenomena are ascribed to the collaboration between noises as well as the memory effect of the multiplicative colored noise.

摘要

我们通过数值模拟研究了由相关加性噪声和乘性噪声驱动的双稳系统的热激活问题。我们发现,在有色噪声情况下,正相关的抑制作用会减弱,最终随着有色噪声的自相关时间τ的增加而解除。当τ足够大时,负相关比正相关更具抑制性。这些现象归因于噪声之间的协同作用以及乘性有色噪声的记忆效应。

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