First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method

Qun Han; Wei Xu; Xiaole Yue; Ying Zhang

doi:10.1016/j.cnsns.2014.11.009

First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method

Qun Han, Wei Xu, Xiaole Yue, Ying Zhang

School of Mathematics and Statistics

Northwestern Polytechnical University Xian

Research output: Contribution to journal › Article › peer-review

31 Scopus citations

Abstract

The first-passage time statistics in a bistable system subject to Poisson white noise is studied by using the generalized cell mapping method. Specifically, an approximate solution for the first-passage time statistics in a second-order bistable system is developed by analyzing the motions in double-well potential and the global dynamics in phase space. Both symmetric and asymmetric cases have been investigated, and the effects of noise intensity and mean arrival rate of impulse on the first-passage time statistics are discussed respectively. It shows that the effect of Poisson white noise excitation on the first-passage time is quite different from that of the Gaussian one. With the same noise intensity, Poisson white noise can make for a faster first-passage.

Original language	English
Pages (from-to)	220-228
Number of pages	9
Journal	Communications in Nonlinear Science and Numerical Simulation
Volume	23
Issue number	1-3
DOIs	https://doi.org/10.1016/j.cnsns.2014.11.009
State	Published - 1 Jun 2015

Keywords

Bistable system
First-passage time statistics
Generalized cell mapping method
Poisson white noise

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10.1016/j.cnsns.2014.11.009

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title = "First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method",

abstract = "The first-passage time statistics in a bistable system subject to Poisson white noise is studied by using the generalized cell mapping method. Specifically, an approximate solution for the first-passage time statistics in a second-order bistable system is developed by analyzing the motions in double-well potential and the global dynamics in phase space. Both symmetric and asymmetric cases have been investigated, and the effects of noise intensity and mean arrival rate of impulse on the first-passage time statistics are discussed respectively. It shows that the effect of Poisson white noise excitation on the first-passage time is quite different from that of the Gaussian one. With the same noise intensity, Poisson white noise can make for a faster first-passage.",

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AU - Han, Qun

AU - Xu, Wei

AU - Yue, Xiaole

AU - Zhang, Ying

PY - 2015/6/1

Y1 - 2015/6/1

N2 - The first-passage time statistics in a bistable system subject to Poisson white noise is studied by using the generalized cell mapping method. Specifically, an approximate solution for the first-passage time statistics in a second-order bistable system is developed by analyzing the motions in double-well potential and the global dynamics in phase space. Both symmetric and asymmetric cases have been investigated, and the effects of noise intensity and mean arrival rate of impulse on the first-passage time statistics are discussed respectively. It shows that the effect of Poisson white noise excitation on the first-passage time is quite different from that of the Gaussian one. With the same noise intensity, Poisson white noise can make for a faster first-passage.

AB - The first-passage time statistics in a bistable system subject to Poisson white noise is studied by using the generalized cell mapping method. Specifically, an approximate solution for the first-passage time statistics in a second-order bistable system is developed by analyzing the motions in double-well potential and the global dynamics in phase space. Both symmetric and asymmetric cases have been investigated, and the effects of noise intensity and mean arrival rate of impulse on the first-passage time statistics are discussed respectively. It shows that the effect of Poisson white noise excitation on the first-passage time is quite different from that of the Gaussian one. With the same noise intensity, Poisson white noise can make for a faster first-passage.

KW - Bistable system

KW - First-passage time statistics

KW - Generalized cell mapping method

KW - Poisson white noise

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M3 - 文章

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SN - 1007-5704

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JO - Communications in Nonlinear Science and Numerical Simulation

JF - Communications in Nonlinear Science and Numerical Simulation

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ER -

First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method

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Keywords

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