https://doi.org/10.1140/epjb/e2002-00266-x
Coloured noise influence on system evolution
Modeling of Complex Systems Dept., Sumy State University, 2,
Rimskii-Korsakov St, 40007 Sumy, Ukraine
Corresponding author: a dikh@sumdu.edu.ua
Received:
15
October
2001
Revised:
8
July
2002
Published online:
17
September
2002
Within the power–law approach for noise amplitude dependence on stochastic variables, we present a picture of noise–induced transitions in systems affected by coloured multiplicative noise. The governed equations for main statistical moments are obtained and investigated in detail. We show that a reentrant noise–induced transition is realized within a window of the control parameter. – 47.20.Ky Nonlinearity (including bifurcation theory)
PACS: 05.40.-a – Fluctuation phenomena, random processes, noise and Brownian motion
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2002