The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

Na Min Zhang; Wei Xu; Chao Qing Wang

doi:10.7498/aps.56.5083

The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

Na Min Zhang
, Wei Xu
, Chao Qing Wang

School of Mathematics and Statistics

Northwestern Polytechnical University Xian

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

We investigated the effects of asymmetry of the potential and noises on the mean first-passage time (MFPT) in two opposite directions in an asymmetric bistable system subjected to multiplicative colored and additive white noise with a correlated noise. The expression of the stationary probability distribution is obtained by means of an extended unified colored-noise approximation and the expressions of the MFPTs are derived through the steepest-descent approach. Numerical results show that the influence of the asymmetry coefficient r on T _∓ is different and because of the correlated noise, even for r = 0, T ₊ (x_s1→x_s2, r) is not equal to T_- (x_s1→x_s2, r). The curves of InT_∓ versus r in both cases have mono-valleys but the mono-valleys move to the opposite directions with increasing correlation intensity λ.

Original language	English
Pages (from-to)	5083-5087
Number of pages	5
Journal	Wuli Xuebao/Acta Physica Sinica
Volume	56
Issue number	9
DOIs	https://doi.org/10.7498/aps.56.5083
State	Published - Sep 2007

Keywords

Additive white noise
Asymmetric bistable system
Mean first-passage time
Multiplicative colored noise

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title = "The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise",

abstract = "We investigated the effects of asymmetry of the potential and noises on the mean first-passage time (MFPT) in two opposite directions in an asymmetric bistable system subjected to multiplicative colored and additive white noise with a correlated noise. The expression of the stationary probability distribution is obtained by means of an extended unified colored-noise approximation and the expressions of the MFPTs are derived through the steepest-descent approach. Numerical results show that the influence of the asymmetry coefficient r on T ∓ is different and because of the correlated noise, even for r = 0, T + (xs1→xs2, r) is not equal to T- (xs1→xs2, r). The curves of InT∓ versus r in both cases have mono-valleys but the mono-valleys move to the opposite directions with increasing correlation intensity λ.",

keywords = "Additive white noise, Asymmetric bistable system, Mean first-passage time, Multiplicative colored noise",

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T1 - The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

AU - Zhang, Na Min

AU - Xu, Wei

AU - Wang, Chao Qing

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N2 - We investigated the effects of asymmetry of the potential and noises on the mean first-passage time (MFPT) in two opposite directions in an asymmetric bistable system subjected to multiplicative colored and additive white noise with a correlated noise. The expression of the stationary probability distribution is obtained by means of an extended unified colored-noise approximation and the expressions of the MFPTs are derived through the steepest-descent approach. Numerical results show that the influence of the asymmetry coefficient r on T ∓ is different and because of the correlated noise, even for r = 0, T + (xs1→xs2, r) is not equal to T- (xs1→xs2, r). The curves of InT∓ versus r in both cases have mono-valleys but the mono-valleys move to the opposite directions with increasing correlation intensity λ.

AB - We investigated the effects of asymmetry of the potential and noises on the mean first-passage time (MFPT) in two opposite directions in an asymmetric bistable system subjected to multiplicative colored and additive white noise with a correlated noise. The expression of the stationary probability distribution is obtained by means of an extended unified colored-noise approximation and the expressions of the MFPTs are derived through the steepest-descent approach. Numerical results show that the influence of the asymmetry coefficient r on T ∓ is different and because of the correlated noise, even for r = 0, T + (xs1→xs2, r) is not equal to T- (xs1→xs2, r). The curves of InT∓ versus r in both cases have mono-valleys but the mono-valleys move to the opposite directions with increasing correlation intensity λ.

KW - Additive white noise

KW - Asymmetric bistable system

KW - Mean first-passage time

KW - Multiplicative colored noise

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The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

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