Mean first-passage time of an asymmetric kinetic model driven by two different kinds of colored noises

Dong Xi Li, Wei Xu, Yong Feng Guo, Liang Wang

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)689-695
Number of pages7
JournalCommunications in Theoretical Physics
Volume49
Issue number3
DOIs
StatePublished - 15 Mar 2008

Keywords

  • Asymmetric bistable system
  • Gaussian noise
  • Mean first-passage time
  • Non-Gaussian noise

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