| 色关联的色噪声驱动的双稳杜芬模型的稳态分析 |
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| 引用本文： | 靳艳飞,徐伟,李伟,马少娟.色关联的色噪声驱动的双稳杜芬模型的稳态分析[J].动力学与控制学报,2005,3(2):60-65. |
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| 作者姓名： | 靳艳飞 徐伟 李伟 马少娟 |
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| 作者单位： | 西北工业大学应用数学系,西安,710072 |
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| 基金项目： | 中国科学院资助项目;陕西省自然科学基金 |
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| 摘 要： | 研究了由色关联的色噪声驱动的双稳杜芬模型的稳态概率密度函数及状态变量的均值和标准方差．首先应用一致有色噪声近似方法，推导出了具有色关联的色噪声驱动的双稳杜芬模型的稳态概率密度函数的解析表达式．分析了噪声的“有色性”及关联性对稳态密度函数和状态变量的均值、标准方差的影响，发现了一些由白噪声激励的杜芬模型中不会出现的新的非线性现象：加性噪声强度、噪声之间的关联系数和关联时间都能够诱导非平衡相变．
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| 关 键 词： | 双稳杜芬模型 稳态概率密度函数 色噪声 均值 标准方差 |
| 收稿时间： | 1/8/2005 12:00:00 AM |
| 修稿时间： | 2005年1月8日 |
Steady state analysis of a bistable duffing model driven by additive and multiplicative colored noises with a colored correlated noise |
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| Jin Yanfei,Xu Wei,Li Wei and Ma Shaojuan.Steady state analysis of a bistable duffing model driven by additive and multiplicative colored noises with a colored correlated noise[J].Journal of Dynamics and Control,2005,3(2):60-65. |
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| Authors: | Jin Yanfei Xu Wei Li Wei and Ma Shaojuan |
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| Abstract: | We investigated the stationary probability distribution (SPD) and the mean and normalized variance of the steady-state properties of a bistable Duffing model subjected to the additive and multiplicative colored noises with a colored cross-correlation for different correlation times. The expression of SPD was obtained by using the unified colored noise approximation. Through analyzing the effects of the SPD and the mean and normalized variance, we found some new nonlinear phenomena absent for white noise: the additive noise intensity, the cross-correlation intensity and correlated time between multiplicative and additive noise can induce non-equilibrium phase transition. |
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| Keywords: | a bistable Duffing model stationary probability distribution colored noise mean normalized variance |
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