Mean first-passage time of a bistable kinetic model driven by cross-correlated noises
Mean first-passage time of a bistable kinetic model driven by cross-correlated noises
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DOI：
10.1103/physreve.59.3880
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发表时间：
1999-04
影响因子：
2.4
通讯作者：
D. Mei;D. Mei;G. Xie;G. Xie;Li Cao;Da-jin Wu
中科院分区：
文献类型：
--
作者：
D. Mei;D. Mei;G. Xie;G. Xie;Li Cao;Da-jin Wu
研究了互相关噪声驱动下双稳态系统的瞬态特性；噪声之间的相关次数是非零的。计算平均首次通过时间（MFPT）。通过数值计算发现：(1)系统的MFPT受相关时间tau和相关强度lambda的影响；(2) tau和lambda在MFPT中发挥相反的作用；(3)当λ或α /D（α和D分别为加性和乘性噪声强度）远离1时，MFPT作为tau的函数是单调的；然而，当α /D和λ都趋近于1时，MFPT作为tau的函数是非单调的；(4)对于完全相关噪声（lambda=1）， α b> D和α <D对应的MFPT表现出相同的行为，α =D对应的MFPT是连续的，这与tau=0的情况有很大的不同[Phys Rev. E 53,5764(1996)]。
The transient properties of a bistable system driven by cross-correlated noises are investigated; the correlation times of the correlations between the noises are nonzero. The mean first-passage time (MFPT) is calculated. From numerical computations we find the following: (1) The MFPT of the system is affected by both the correlation time tau and the correlation strength lambda; (2) tau and lambda play opposing roles in the MFPT; (3) when lambda or alpha/D(alpha and D are the additive and multiplicative noise intensities respectively) are far away from 1, the MFPT as a function of tau is monotonic; however, when both alpha/D and lambda approach 1, the MFPT as a function of tau is nonmonotonic; (4) for the case of perfectly correlated noises (lambda=1), the MFPT corresponding to alpha>D and alpha<D exhibit the same behaviors and the MFPT for alpha=D is continuous, which is very different from the case of the tau=0 [Phys Rev. E 53, 5764 (1996)].