The mean first-passage time for an asymmetric bistable system driven by multiplicative and additive noise with colored correlations

Li Juan Ning; Wei Xu; Xiao Li Yang

doi:10.7498/aps.56.25

The mean first-passage time for an asymmetric bistable system driven by multiplicative and additive noise with colored correlations

Li Juan Ning, Wei Xu, Xiao Li Yang

School of Mathematics and Statistics

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

13 Scopus citations

Abstract

In this paper, the effects of colored correlations and asymmetry of the potential on the mean first-passage time (MFPT) are investigated for an asymmetric bistable system driven by multiplicative noise and additive noise. Numerical results show that the intensities of multiplicative and additive noises and the cross-correlation time τ affect the MFPT in the same way, the coupling strength λ and asymmetry r of the potential affect the MFPT in the same way. The increase of τ enhances the escape rate, while the increase of λ reduces the escape rate.

Original language	English
Pages (from-to)	25-29
Number of pages	5
Journal	Wuli Xuebao/Acta Physica Sinica
Volume	56
Issue number	1
DOIs	https://doi.org/10.7498/aps.56.25
State	Published - Jan 2007

Keywords

Asymmetric bistable system
Colored correlation
Cross-correlation strength
Mean first-passage time

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10.7498/aps.56.25

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abstract = "In this paper, the effects of colored correlations and asymmetry of the potential on the mean first-passage time (MFPT) are investigated for an asymmetric bistable system driven by multiplicative noise and additive noise. Numerical results show that the intensities of multiplicative and additive noises and the cross-correlation time τ affect the MFPT in the same way, the coupling strength λ and asymmetry r of the potential affect the MFPT in the same way. The increase of τ enhances the escape rate, while the increase of λ reduces the escape rate.",

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AB - In this paper, the effects of colored correlations and asymmetry of the potential on the mean first-passage time (MFPT) are investigated for an asymmetric bistable system driven by multiplicative noise and additive noise. Numerical results show that the intensities of multiplicative and additive noises and the cross-correlation time τ affect the MFPT in the same way, the coupling strength λ and asymmetry r of the potential affect the MFPT in the same way. The increase of τ enhances the escape rate, while the increase of λ reduces the escape rate.

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The mean first-passage time for an asymmetric bistable system driven by multiplicative and additive noise with colored correlations

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Keywords

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