DIFFUSION IN UNDAMPED LINEAR OSCILLATORS: EFFECTS OF THE SIGNAL MODULATION AND THE CROSS-CORRELATION OF NOISES

Abstract

The diffusion in an undamped linear oscillator driven by cross-correlated colored noises in which one of the noises is modulated by a biased periodic signal is studied. We have found the following: (1) The signal with higher frequency tends to suppress the diffusion; (2) The diffusion coefficient as a function of signal frequency Ω exhibits a pronounced resonance peak at [Formula: see text], here [Formula: see text] denotes the oscillator frequency; (3) The noise cross-correlation results in the appearance of a minimum in the curve of diffusion coefficient as a function of noise intensity. The position and deepness of the minimum are controlled by the signal. In the case of a large signal, the minimum disappears and the diffusion coefficient increases monotonously with increasing noise intensity as usual.