The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

Zhang Na-Min; Xu Wei; Wang Chao-Qing

doi:10.7498/aps.56.5083

Abstract
We investigated the effects of asymmetry of the potential and noises on the mean first-passage time (MFPT) in two opposite directions in an asymmetric bistable system subjected to multiplicative colored and additive white noise with a correlated noise. The expression of the stationary probability distribution is obtained by means of an extended unified colored-noise approximation and the expressions of the MFPTs are derived through the steepest-descent approach. Numerical results show that the influence of the asymmetry coefficient r on T± is different and because of the correlated noise，even for r=0, T+(xs1→xs2,r) is not equal to T-(xs2→xs1,r). The curves of　lnT± versus r in both cases have mono-valleys but the mono-valleys move to the opposite directions with increasing correlation intensity λ.

Keywords:
mean first-passage time /

asymmetric bistable system /

multiplicative colored noise /

additive white noise
Authors and contacts
Zhang Na-Min,

Xu Wei,

Wang Chao-Qing

1.
西北工业大学应用数学系,西安 710072
References

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Vol. 56, Issue 9 - 2007-05-05

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The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

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The mean first-passage time for an asymmetric bistable system driven by multiplicative colored and additive white noise with a correlated noise

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