Effects of signal modulation and coloured cross-correlation of coloured noises on the diffusion of a harmonic oscillator

The diffusion in a harmonic oscillator driven by coloured noises *z(t) and *h(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, an...

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Bibliographic Details
Published in:Chinese physics B 2009-10, Vol.18 (10), p.4182-4186, Article 4182
Main Authors: Li, Liu, Liang-Ying, Zhang, Li, Cao
Format: Article
Language:English
Subjects:
Amplitudes
Coefficients
Diffusion
Diffusion coefficient
Diffusion effects
Harmonic oscillators
Mathematical models
Modulation
Noise
Noise intensity
Oscillators
Phases
Transforms
Two phase
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Summary:The diffusion in a harmonic oscillator driven by coloured noises *z(t) and *h(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time *t3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient *l of the two Ornstein-Uhlenbeck (O-U) noises. 2) Changing the value of *t3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.
ISSN:1674-1056
2058-3834
DOI:10.1088/1674-1056/18/10/018