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Quantum State Engineering of Light with Continuous-wave Optical Parametric Oscillators
Published on: May 30, 2014
Nonequilibrium transitions induced by the cross-correlation of white noises
S I Denisov1, A N Vitrenko, Werner Horsthemke
1Department of Mechanics and Mathematics, Sumy State University, 2, Rimskiy-Korsakov Street, 40007 Sumy, Ukraine. denisov@ssu.sumy.ua
Abstract:
We study the role that the cross-correlation of noises plays in the statistical behavior of systems driven by two multiplicative Gaussian white noises. The temporal evolution of the system is described by a Langevin equation, for which we adopt a general interpretation that includes the Ito as well as the Stratonovich interpretation. We derive the stochastically equivalent Fokker-Planck equation by means of the two-stage averaging of a state-dependent function. Analyzing the stationary solution of the Fokker-Planck equation for specific examples, we show explicitly that the cross-correlation of white noises can induce nonequilibrium transitions.
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