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 language | English |
|---|---|
| Pages (from-to) | 689-695 |
| Number of pages | 7 |
| Journal | Communications in Theoretical Physics |
| Volume | 49 |
| Issue number | 3 |
| DOIs | |
| State | Published - 15 Mar 2008 |
Keywords
- Asymmetric bistable system
- Gaussian noise
- Mean first-passage time
- Non-Gaussian noise
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