Statistical Fluctuation of Linear-System Driven by Colored Noise

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Communications in Theoretical Physics ›› 1990, Vol. 13 ›› Issue (3) : 317-326.

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Statistical Fluctuation of Linear-System Driven by Colored Noise

BA0 Jing-dong¹, ZHUO Yi-zhong², ZHANG Jing-shang²

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Abstract

The Brownian motion driven by colored noise in the harmonic oscillator potential is studied, and the "best Fokker-Planck equationn" is proposed. The analytical formulse of the second moments of coordinate and velocity are obtained. The fluctuation behavior of a system under influence of the correlation time of colored noise is discussed.

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BA0 Jing-dong, ZHUO Yi-zhong, ZHANG Jing-shang. Statistical Fluctuation of Linear-System Driven by Colored Noise[J]. Communications in Theoretical Physics, 1990, 13(3): 317-326

References

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