Mean First-Passage Time of an Asymmetric Kinetic Model Driven by Two Different Kinds of Colored Noises |
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Authors: | LI Dong-Xi XU Wei GUO Yong-Feng WANG Liang |
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Institution: | Department of Applied Mathematics, Northwestern Polytechnical
University, Xi'an 710072, China |
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Abstract: | 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 λ, the intensities D and
α of noise on the MFPT are discussed. It is found that the asymmetry
parameter β, the non-Gaussian parameter r and the coupling
coefficient λ 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 (λ,τ2) between noises on MFPT T± is different. |
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Keywords: | mean first-passage time asymmetric bistable system non-Gaussian noise Gaussian noise |
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