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

doi:10.1016/j.cnsns.2009.02.029

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

School of Mathematics and Statistics

Northwestern Polytechnical University Xian

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	4220-4225
Number of pages	6
Journal	Communications in Nonlinear Science and Numerical Simulation
Volume	14
Issue number	12
DOIs	https://doi.org/10.1016/j.cnsns.2009.02.029
State	Published - Dec 2009

Keywords

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

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10.1016/j.cnsns.2009.02.029

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

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",

keywords = "Bistable system, Color-correlated noise, Colored noise, Mean first-passage time",

author = "Xiaoyan Zhang and Wei Xu and Bingchang Zhou",

year = "2009",

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T1 - Mean first-passage time in a bistable system driven by multiplicative and additive colored noises with colored cross-correlation

AU - Zhang, Xiaoyan

AU - Xu, Wei

AU - Zhou, Bingchang

PY - 2009/12

Y1 - 2009/12

N2 - 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

AB - 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

KW - Bistable system

KW - Color-correlated noise

KW - Colored noise

KW - Mean first-passage time

UR - https://www.scopus.com/pages/publications/67349219607

U2 - 10.1016/j.cnsns.2009.02.029

DO - 10.1016/j.cnsns.2009.02.029

M3 - 文章

AN - SCOPUS:67349219607

SN - 1007-5704

VL - 14

SP - 4220

EP - 4225

JO - Communications in Nonlinear Science and Numerical Simulation

JF - Communications in Nonlinear Science and Numerical Simulation

IS - 12

ER -

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

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Keywords

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