The mean first-passage time for piecewise nonlinear system driven by colored correlated additive and multiplicative colored noises

Bei Li, Yan Fei Jin*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Abstract

In this paper, We have studied the effects of intensity and correlation time of noises on the mean first-passage time in a picecewise nonlinear system driven by multiplicative and additive colored noises with colored cross-correlation. We derived the expression of the mean first-passage time (MFPT) by applying the unified colored approximation method and the steepest-descent approximation. Results show that the MFPT of the system exhibits a mono-peak structure and the "resonance" phenomena enhance with the increase of multiplicative noise intensity. The value of the peak decreases with increasing additive noise intensity and the correlation between the additive and multiplicative noises. However, the MFPT of the system increases with the increase of additive noise intensity. That is, the effects of the additive noise and the multiplicative noise on MFPT are different. Moreover, the negative and passive correlations play different roles in the MFPT.

Original languageEnglish
Article number150503
JournalWuli Xuebao/Acta Physica Sinica
Volume62
Issue number15
DOIs
Publication statusPublished - 5 Aug 2013

Keywords

  • Colored noise picecewise nonlinear system
  • Mean first-passage time

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