TY - JOUR
T1 - The mean first-passage time for piecewise nonlinear system driven by colored correlated additive and multiplicative colored noises
AU - Li, Bei
AU - Jin, Yan Fei
PY - 2013/8/5
Y1 - 2013/8/5
N2 - 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.
AB - 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.
KW - Colored noise picecewise nonlinear system
KW - Mean first-passage time
UR - http://www.scopus.com/inward/record.url?scp=84882993348&partnerID=8YFLogxK
U2 - 10.7498/aps.62.150503
DO - 10.7498/aps.62.150503
M3 - Article
AN - SCOPUS:84882993348
SN - 1000-3290
VL - 62
JO - Wuli Xuebao/Acta Physica Sinica
JF - Wuli Xuebao/Acta Physica Sinica
IS - 15
M1 - 150503
ER -