TY - JOUR
T1 - Mean first-passage time of an asymmetric kinetic model driven by two different kinds of colored noises
AU - Li, Dong Xi
AU - Xu, Wei
AU - Guo, Yong Feng
AU - Wang, Liang
PY - 2008/3/15
Y1 - 2008/3/15
N2 - The mean first-passage time (MFPT) of an asymmetric bistable system between multiplicative non-Gaussian noise and additive Gaussian white noise with nonzero cross-correlation time is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified colored noise approximation and the Novikov Theorem. The steady-state probability distribution (SPD) is also obtained. The basal functional analysis and simplification are employed to obtain the approximate expressions of MFPT T ±. The effects of the asymmetry parameter β, the non-Gaussian parameter (measures deviation from Gaussian character) r, the noise correlation times τ and τ2, the coupling coefficient λ, the intensities D and α of noise on the MFPT are discussed. It is found that the asymmetry parameter β, the non-Gaussian parameter r and the coupling coefficient λ can induce phase transition. Moreover, the main findings are that the effect of self-existent parameters (D, α, and τ) of noise and cross-correlation parameters (λ,τ2) between noises on MFPT T± is different.
AB - The mean first-passage time (MFPT) of an asymmetric bistable system between multiplicative non-Gaussian noise and additive Gaussian white noise with nonzero cross-correlation time is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified colored noise approximation and the Novikov Theorem. The steady-state probability distribution (SPD) is also obtained. The basal functional analysis and simplification are employed to obtain the approximate expressions of MFPT T ±. The effects of the asymmetry parameter β, the non-Gaussian parameter (measures deviation from Gaussian character) r, the noise correlation times τ and τ2, the coupling coefficient λ, the intensities D and α of noise on the MFPT are discussed. It is found that the asymmetry parameter β, the non-Gaussian parameter r and the coupling coefficient λ can induce phase transition. Moreover, the main findings are that the effect of self-existent parameters (D, α, and τ) of noise and cross-correlation parameters (λ,τ2) between noises on MFPT T± is different.
KW - Asymmetric bistable system
KW - Gaussian noise
KW - Mean first-passage time
KW - Non-Gaussian noise
UR - http://www.scopus.com/inward/record.url?scp=51349114686&partnerID=8YFLogxK
U2 - 10.1088/0253-6102/49/3/36
DO - 10.1088/0253-6102/49/3/36
M3 - 文章
AN - SCOPUS:51349114686
SN - 0253-6102
VL - 49
SP - 689
EP - 695
JO - Communications in Theoretical Physics
JF - Communications in Theoretical Physics
IS - 3
ER -