Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises

Yanfei Jin; Wei Xu

doi:10.1016/j.chaos.2004.04.033

Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises

Yanfei Jin, Wei Xu^*

^*Corresponding author for this work

Northwestern Polytechnical University Xian

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

49 Citations (Scopus)

Abstract

The transient properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different correlation time τ₁ and τ₂. The mean first-passage time (MFPT) is obtained. The numerical computations show that the intensities of additive and multiplicative noises and the coupling strength λ affected the MFPT in the same way, while τ₁ and τ₂ play different roles in the MFPT. The increase of τ₁ can reduce the escape rate, while increase of τ₂ can enhance the escape rate.

Original language	English
Pages (from-to)	275-280
Number of pages	6
Journal	Chaos, Solitons and Fractals
Volume	23
Issue number	1
DOIs	https://doi.org/10.1016/j.chaos.2004.04.033
Publication status	Published - Jan 2005
Externally published	Yes

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abstract = "The transient properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different correlation time τ1 and τ2. The mean first-passage time (MFPT) is obtained. The numerical computations show that the intensities of additive and multiplicative noises and the coupling strength λ affected the MFPT in the same way, while τ1 and τ2 play different roles in the MFPT. The increase of τ1 can reduce the escape rate, while increase of τ2 can enhance the escape rate.",

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AB - The transient properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different correlation time τ1 and τ2. The mean first-passage time (MFPT) is obtained. The numerical computations show that the intensities of additive and multiplicative noises and the coupling strength λ affected the MFPT in the same way, while τ1 and τ2 play different roles in the MFPT. The increase of τ1 can reduce the escape rate, while increase of τ2 can enhance the escape rate.

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Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises

Abstract

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