Mean First-Passage Time of an Asymmetric Kinetic Model Driven by Two Different Kinds of Colored Noises

The mean first-passage time （MFPT） of an asymmetric bistable system between multiplicative non-Gaussian noise and additive Gaussian white noise with nonzero cross-correlation time is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker Planck equation is obtained by applying the unified colored noise approximation and the.Novikov Theorem. The steady-state probability distribution （SPD） is also obtained. The basal functional analysis and simplification are employed to obtain the approximate expressions of MFPT T^±. The effects of the asymmetry parameter β, the non-Gaussian parameter （measures deviation from Gaussian character） r, the noise correlation times τ and τ2, the coupling coefficient A, the intensities D and a of noise on the MFPT are discussed. It is found that the asymmetry parameter β, the non-Gaussian parameter r and the coupling coefficient A can induce phase transition. Moreover, the main findings are that the effect of self-existent parameters （D, α, and τ） of noise and cross-correlation parameters （A, 7-2） between noises on MFPT T^± is different.     

The study on a stochastic system with non-Gaussian noise and Gaussian colored noise

In this paper, a stochastic system with correlation between non-Gaussian noise and Gaussian colored noise is investigated. We carry out the functional methods to derive the approximate Fokker-Planck equation, and the expressions of stationary probability density function and mean first-passage time are presented. Also we explore the effects of correlation between non-Gaussian and Gaussian noise for the mean first-passage time.     

色关联的色噪声驱动的分段非线性模型的平均首次穿越时间

研究了色关联的乘性高斯色噪声和加性高斯色噪声驱动的分段非线性系统中, 噪声强度和相关时间对平均首次穿越时间的影响. 利用一致有色噪声近似方法和最速下降方法, 推导出系统平均首次穿越时间的表达式. 研究结果表明: 系统的平均首次穿越时间随着乘性噪声的增加会出现单峰结构, 即“共振”现象, 峰值会随着加性噪声强度和噪声之间关联强度的增加而减小. 而平均首次穿越时间作为加性噪声的函数呈单调曲线, 说明乘性噪声和加性噪声对平均首次穿越时间的影响不同. 此外, 乘性和加性噪声关联时间以及互关联时间在正关联时和负关联时 对系统平均首次穿越时间的影响是不同的. 关键词： 色噪声 分段非线性系统 平均首次穿越时间     

Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises： Mean First-Passage Time

The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.     

非高斯噪声驱动下非对称双稳系统的平均首次穿越时间与随机共振研究

研究了乘性非高斯噪声和加性高斯白噪声共同激励下非对称双稳系统的平均首次穿越时间和随机共振问题. 利用路径积分法和两态模型理论,推导出平均首次穿越时间和信噪比的表达式. 研究结果表明:势阱非对称性对两个不同方向的平均首次穿越时间的影响是不同的. 信噪比是加性噪声强度和势阱非对称性的非单调函数,系统出现了随机共振现象;信噪比是乘性噪声强度的单调函数,没有共振峰出现. 这说明该系统中乘性噪声强度和加性噪声强度对信噪比的影响是不同的. 关键词： 非高斯噪声 非对称双稳系统 平均首次穿越时间 随机共振     

Stochastic properties coupling between of tumor growth with non-Gaussian and Gaussian noise terms

Dynamical behavior of a tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.     

Stochastic properties of tumor growth with coupling between non-Gaussian and Gaussian noise terms

Dynamical behavior of tumor-growth model with coupling between non-Gaussian and Gaussian noise terms is investigated. The departure from the Gaussian noise can not only reduce the probability of tumor cells in the active state, induce the minimum of the average tumor-cell population to move toward a smaller non-Gaussian noise, but also decrease the mean first-passage time. The increase of white-noise intensity can increase the tumor-cell population and shorten the mean first-passage time, while the coupling strength between noise terms has opposite effects, and the noise correlation time has a very small effect.     

Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise

In this paper, the effect of every parameter (including p, q, r, \la, \tau) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small \la (e.g. \la<0.5) but there is a peak on the curve of the MFPT when \la is big (e.g. \la >0.5), and (3) with different values of r (e.g. r=0.1, 0.5, 1.5), the effort of \tau on the MFPT is diverse.     

Asymmetric stochastic resonance under non-Gaussian colored noise and time-delayed feedback

Based on adiabatic approximation theory, in this paper we study the asymmetric stochastic resonance system with time-delayed feedback driven by non-Gaussian colored noise. The analytical expressions of the mean first-passage time(MFPT) and output signal-to-noise ratio(SNR) are derived by using a path integral approach, unified colored-noise approximation(UCNA), and small delay approximation. The effects of time-delayed feedback and non-Gaussian colored noise on the output SNR are analyzed. Moreover, three types of asymmetric potential function characteristics are thoroughly discussed. And they are well-depth asymmetry(DASR), well-width asymmetry(WASR), and synchronous action of welldepth and well-width asymmetry(DWASR), respectively. The conclusion of this paper is that the time-delayed feedback can suppress SR, however, the non-Gaussian noise deviation parameter has the opposite effect. Moreover, the correlation time plays a significant role in improving SNR, and the SNR of asymmetric stochastic resonance is higher than that of symmetric stochastic resonance. Our experiments demonstrate that the appropriate parameters can make the asymmetric stochastic resonance perform better to detect weak signals than the symmetric stochastic resonance, in which no matter whether these signals have low frequency or high frequency, accompanied by strong or weak noise.     

Probability Evolution and Mean First-Passage Time for Multidimensional Non-Markovian Processes

We investigate a multidimensional system described by a set of stochastic differential equations in which the multiplicative noise is assumed to be an O-U noise. With the help of the projection operator technique, we derive an integrodifferential equation for the probability density and an approximate equation for the mean first-passage time (MFPT).Under some approximation, we obtain an effective Fokker-Planck equation and apply the equation to the single mode laser problem. The concrete calculations of MFPT are made with an important example.     

Intensity Correlation Function of a Single-Mode Laser Driven by Two Colored Noises with Colored Cross-Correlation

By using the linear approximation method, the intensity correlation function and the intensity correlation time are calculated in a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We detect that, when the cross-correlation between both noises is negative, the behavior of the intensity correlation function C(t) versus time t, in addition to decreasing monotonously, also exhibits several other cases, such as one maximum, one minimum, and two extrema (one maximum and one minimum), i.e., some parameters of the noises can greatly change the dependence of the intensity correlation function upon time. Moreover, we find that there is a minimum Tmin in the curve of the intensity correlation time versus the pump noise intensity, and the depth and position of Train strongly depend on the quantum noise self-correlation time T2 and cross-correlation time T3.     

Mean First-Passage Time in a Bistable Kinetic Model with Stochastic Potentials

The transient properties of a bistable system with the stochastic potentials are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained by using a steepest-descent approximation. The results show that the MFPT of the system increases with the amplitude Δ of the stochastic potential, decreases with the noise intensity D and the correlation length l. The stochastic potential makes against the particle moving towards the destination.     

Extinction Time of a Metapopulation Driven by Colored Correlated Noises

The simplified incidence function model which is driven by the colored correlated noises is employed to investigate the extinction time of a metapopulation perturbed by environments. The approximate Fokker-Planck Equation and the mean first passage time which denotes the extinction time （Tex） are obtained by virtue of the Novikov theorem and the Fox approach. After introducing a noise intensity ratio and a dimensionless parameter R = D /α （D and a are the multiplicative and additive colored noise intensities respectively）, and then performing numerical computations, the results indicate that： （i） The absolute value of correlation strength A and its correlation time τ3 play opposite roles on the Tex; （ii） For the case of 0 〈λ〈 1,α and its correlation time τ2 play opposite roles on the Tex in which R〉 1 is the best condition, and there is one-peak structure on the Tex - D plot; （iii） For the case of-1 〈 λ≤ 0, D and its correlation time τ1 play opposite roles on the Tex in which R 〈 1 is the best condition and there is one-peak structure on the Tex - τ2 plot.     

Dynamical Properties of a Single-Mode Laser with Both Colored Noise and Injected Signal

The colored noise in a single-mode laser with injected signal is investigated by the method of two-dimensional unified colored noise approximation. The normalized correlation function λ₂(0), the intensity correlation time T_c and effective eigenvalue λ_eff are calculated. The effects of the injected signal I₀, colored noise strength P^ˊ and the noise correlation time τ on the dynamical properties of the single-mode laser are discussed.     

双色噪声激励下FHN神经元系统的稳态性质

应用统一色噪声理论研究了双色噪声激励下一维FitzHugh-Nagumo (FHN)神经元系统的动力学性质,即稳态概率分布函数和其平均值. 给出了FHN神经元系统的稳态概率密度和平均值的解析表达式. 结果表明: 乘性噪声的自关联时间τ ₁、加性噪声的自关联时间τ ₂、加性噪声强度α 和乘性噪声强度D都能够诱导非平衡相变的产生. α和D的增大有利于系统从激发态向静息态转换. τ₁, τ₂的增大有利于系统从静息态向激发态转换. 噪声强度和其自关联时间的作用完全相反.     

非高斯噪声激励下FHN神经元系统的定态概率密度与平均首次穿越时间

研究了非高斯噪声激励下的FHN神经元系统,应用路径积分法和统一色噪声近似得到系统的定态概率密度函数和平均首次穿越时间表达式.发现了加性噪声强度Q能够诱导非平衡相变的产生,乘性噪声强度D、偏离参数p及关联时间τ₀均不能诱导非平衡相变发生;非高斯噪声的存在缩短了细胞神经元系统静息态和激发态之间的转化时间,有利于神经元信息的传递. 关键词： FHN神经元系统 非高斯噪声 定态概率密度 平均首次穿越时间     

色交叉关联噪声作用下癌细胞增长系统的平均首通时间

研究了受色交叉关联噪声驱动的癌细胞增长系统的平均首通时间.根据Novikov定理和Fox方法得到了相应的近似Fokker-Planck方程,给出了稳态概率密度函数的表达式.运用最快下降法,得到了平均首通时间的解析式.数值结果表明:两噪声之间负关联时,平均首通时间是加性噪声强度和乘性噪声强度的减函数,是噪声关联时间的增函数;两噪声之间正关联时,平均首通时间与加性噪声强度之间的单调关系与穿越方向有关,是乘性噪声强度的非单调函数,是噪声关联时间的减函数.     

Stochastic resonance in a bistable system with time-delayed feedback and non-Gaussian noise

The phenomenon of stochastic resonance in a bistable system with time-delayed feedback driven by non-Gaussian noise is investigated. Combining the small time delay approximation, the path-integral approach and the unified colored noise approximation, a general approximate Fokker–Planck equation of a stochastic system is obtained. The effects of the parameter q indicating the departure from the Gaussian noise, the delay time τ  , and the correlation time τ₀${\tau }_0$ of the non-Gaussian noise on the quasi-steady-state probability distribution function (SPD) and the signal-to-noise ratio (SNR) are discussed. It is found that the number of peaks in SPD and the reentrant transition between one peak and two peaks and then to one peak again in the curve of SNR depends on the parameter q, the delay time τ  , and the noise correlation time τ₀${\tau }_0$.     

Enhancement of density divergence in an insect outbreak model driven by colored noise

The steady states and the transient properties of an insect outbreak model driven by Gaussian colored noise are studied in this paper.According to the Fokker-Planck equation in the unified colored-noise approximation,we analyse the stationary probability distribution and the mean first-passage time of this model.By numerical analysis,the effects of the self-correlation time of insect birth rate and predation rate respectively reveal a manifest population divergence on the insect density.The decrease of the mean first-passage time indicates an enhancement dynamic on the density divergency with colored noise of a large self-correlation time based on the insect outbreak model.     

色关联噪声驱动的非对称双稳系统中平均首次穿越时间的研究

研究了由色关联的乘性白噪声和加性白噪声驱动的非对称双稳系统中，色关联及非对称性对平均首次穿越时间的影响.数值结果表明乘性噪声强度α和加性噪声强度D及互相关时间τ对首次穿越时间T的影响是一致的，加性和乘性噪声间的互关联强度λ及势阱的非对称性r对T的影响是一致的.τ的增加能提高粒子的逃逸率，λ的增加则减小逃逸率.