TY - JOUR
T1 - The Phase Transition in a Bistable Duffing System Driven by Lévy Noise
AU - Xu, Yong
AU - Li, Yongge
AU - Li, Juanjuan
AU - Feng, Jing
AU - Zhang, Huiqing
N1 - Publisher Copyright:
© 2014, Springer Science+Business Media New York.
PY - 2014/1
Y1 - 2014/1
N2 - In this paper, the phase transition and mean first passage time (MFPT) induced by Lévy noise is investigated in a bistable Duffing system numerically. First, we obtain the stationary probability density functions as the criterion of phase transition through the qualitative changes of the shapes of stationary probability distribution. Then, the influences of Lévy noise parameters are discussed. The results indicate that the stability index, noise intensity and skewness parameter can lead to phase transition behaviors in bistable Duffing system. In addition, the MFPT is calculated for various Lévy parameters. Different effects among stability index, noise intensity and the skewness parameter on the phase transition and MFPT are observed. Furthermore, distinctions between Lévy noise and Gaussian noise are provided.
AB - In this paper, the phase transition and mean first passage time (MFPT) induced by Lévy noise is investigated in a bistable Duffing system numerically. First, we obtain the stationary probability density functions as the criterion of phase transition through the qualitative changes of the shapes of stationary probability distribution. Then, the influences of Lévy noise parameters are discussed. The results indicate that the stability index, noise intensity and skewness parameter can lead to phase transition behaviors in bistable Duffing system. In addition, the MFPT is calculated for various Lévy parameters. Different effects among stability index, noise intensity and the skewness parameter on the phase transition and MFPT are observed. Furthermore, distinctions between Lévy noise and Gaussian noise are provided.
KW - Bistable Duffing system
KW - Lévy noise
KW - Mean first passage time (MFPT)
KW - Phase transition
KW - Stationary probability density
UR - http://www.scopus.com/inward/record.url?scp=84920759040&partnerID=8YFLogxK
U2 - 10.1007/s10955-014-1129-1
DO - 10.1007/s10955-014-1129-1
M3 - 文章
AN - SCOPUS:84920759040
SN - 0022-4715
VL - 158
SP - 120
EP - 131
JO - Journal of Statistical Physics
JF - Journal of Statistical Physics
IS - 1
ER -