MFPT of asymmetric bistable system driven by correlated noises

  • Xiaoyan Zhang
  • , Wei Xu
  • , Zhanguo Li

Research output: Contribution to journalArticlepeer-review

Abstract

The effect of every parameter (p, q, r, λ) on the mean first-passage time is investigated in an asymmetric bistable system with correlated multiplicative and additive white noises. The method of the steepest, descent approximation, is used to find the expression of the mean first passage time. The numerical results show that: (1) The strength of correlation of the noise, A, on the mean first-passage time T+ (x1→x2, λ, r) and T- (x2→x1, λ, r) are different in the same kind of parameter plane. The T+ increases and the T- decreases as A increases. (2) the influence of the multiplicative white noise on T+ and T- is entirely different; There exists a peak on the curves of ln T+ versus p, as well as the resonant peak, while the variation of ln T- versus p is monotonically decreasing. (3) The effort of the multiplicative noise p on the MFPT is also reflected in other parameters, such as the weakly correlated and strongly correlated noises.

Original languageEnglish
Pages (from-to)320-322
Number of pages3
JournalYingyong Lixue Xuebao/Chinese Journal of Applied Mechanics
Volume25
Issue number2
StatePublished - Jun 2008

Keywords

  • Asymmetric bistable system
  • Correlated noise
  • Mean first-passage time
  • Steepest descent method

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