Mean first-passage time in a bistable system driven by multiplicative and additive colored noises with colored cross-correlation

Xiaoyan Zhang, Wei Xu, Bingchang Zhou

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

The effect of any system parameter (include p, q, λ, τ1, τ2, τ3) on the mean first-passage time is investigated in a symmetric bistable system driven by multiplicative and additive colored noise with colored cross-correlation. Expression of the mean first-passage time (MFPT) has been obtained by applying the steepest-descent approximation. The effects of the additive noise intensity and the multiplicative noise intensity on the MFPT are mostly different only with bigger positive values of the strength of correlations between multiplicative and additive noise; and the MFPT has a maximum with the increase of the multiplicative noise intensity. The effects of the noise self-correlation times on the MFPT are quite different from that of the correlation time between the noises as the strength of correlations between multiplicative and additive noise is positive. Crown

Original languageEnglish
Pages (from-to)4220-4225
Number of pages6
JournalCommunications in Nonlinear Science and Numerical Simulation
Volume14
Issue number12
DOIs
StatePublished - Dec 2009

Keywords

  • Bistable system
  • Color-correlated noise
  • Colored noise
  • Mean first-passage time

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