| 关联噪声驱动多维系统的随机动力学 |
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| 引用本文： | 魏学勤,曹力,吴大进.关联噪声驱动多维系统的随机动力学[J].华中科技大学学报(自然科学版),1997(1). |
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| 作者姓名： | 魏学勤 曹力 吴大进 |
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| 作者单位： | 激光技术国家重点实验室，华中理工大学激光技术国家重点实验室 |
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| 摘 要： | 应用随机方法，将关联高斯白噪声驱动系统的随机动力学由一维随机变量的情况推广到了多维的情况，推导了该情况下的一般福克－普朗克方程．应用以上得到的一般福克－普朗克方程，推得了双模激光系统的福克－普朗克方程．发现关联噪声情况下，双模激光系统的福克－普朗克方程变得更为复杂
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| 关 键 词： | 关联 随机动力学 高斯白噪声 双模激光 |
Stochastic Dynamics for Multi Dimensional Systems Driven by Correlated Noises |
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| Wei Xueqin Doctoral Candidate, The State Key Lab. of Laser Tech.,HUST,Wuhan ,China . Cao Li Wu Dajin.Stochastic Dynamics for Multi Dimensional Systems Driven by Correlated Noises[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1997(1). |
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| Authors: | Wei Xueqin Doctoral Candidate The State Key Lab of Laser Tech HUST Wuhan China Cao Li Wu Dajin |
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| Institution: | Wei Xueqin Doctoral Candidate, The State Key Lab. of Laser Tech.,HUST,Wuhan 430074,China . Cao Li Wu Dajin |
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| Abstract: | The stochastic dynamics for one dimensional systems driven by correlated Gaussian white noises is extended to that for multi dimensional systems using the stochastic method. The general Fokker Planck equation (GFPE) is derived. With GFPE, the Fokker Planck equation (FPE) for a two mode laser driven by correlated Gaussian white noises is then derived. It has been found that the FPE of two mode laser driven by correlated noises is more complicated than that driven by noncorrelated noises. |
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| Keywords: | correlation stochastic dynamics Gaussian white noise two mode laser |
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