Eur. Phys. J. B 12, 119-122 (1999)
https://doi.org/10.1007/s100510050985

Phase transitions in a bistable system driven by two colored noises

¹ Department of Physics, Huazhong University of Science and Technology, Wuhan 430074, China
² CCAST (World Laboratory), P.O. Box 8730, Beijing 100080, China

Corresponding author: ^a szke@wuhan.cngb.com

Received: 10 August 1998
Revised: 23 April 1999
Published online: 15 November 1999

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.