Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises

Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises
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DOI:
10.1016/j.chaos.2004.04.033
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发表时间:
2005
影响因子:
7.8
通讯作者:
Yanfei Jin;Wei Xu
Yanfei Jin;Wei Xu
中科院分区:
数学1区
文献类型:
--
作者:
Yanfei Jin;Wei Xu

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研究了乘性噪声和乘性噪声与加性噪声耦合在不同关联时间τ 1和τ2下的瞬态特性。获得平均首次通过时间(MFPT)。数值计算表明,加性噪声强度、乘性噪声强度和耦合强度λ对MFPT的影响是一致的,而τ 1和τ 2对MFPT的影响是不同的.τ 1的增大会降低逃逸率,τ 2的增大会提高逃逸率。
The transient properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different correlation time τ1and τ2. The mean first-passage time (MFPT) is obtained. The numerical computations show that the intensities of additive and multiplicative noises and the coupling strength λ affected the MFPT in the same way, while τ1and τ2play different roles in the MFPT. The increase of τ1can reduce the escape rate, while increase of τ2can enhance the escape rate.