Mean first-passage time in a bistable system driven by multiplicative and additive colored noises with colored cross-correlation |
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Authors: | Xiaoyan Zhang Wei Xu Bingchang Zhou |
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Institution: | aDepartment of Applied Mathematics, Northwestern Polytechnical University, Xi’an, Shaanxi 710072, China |
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Abstract: | The effect of any system parameter (include p, q, λ, τ1, τ2, τ3) on the mean first-passage time is investigated in a symmetric bistable system driven by multiplicative and additive colored noise with colored cross-correlation. Expression of the mean first-passage time (MFPT) has been obtained by applying the steepest-descent approximation. The effects of the additive noise intensity and the multiplicative noise intensity on the MFPT are mostly different only with bigger positive values of the strength of correlations between multiplicative and additive noise; and the MFPT has a maximum with the increase of the multiplicative noise intensity. The effects of the noise self-correlation times on the MFPT are quite different from that of the correlation time between the noises as the strength of correlations between multiplicative and additive noise is positive. |
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Keywords: | Mean first-passage time Bistable system Colored noise Color-correlated noise |
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