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Chinese Physics, 2007, Vol. 16(4): 928-932    DOI: 10.1088/1009-1963/16/4/011
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Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise

Zhang Xiao-Yan(张晓燕) and Xu Wei(徐伟)
Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, Shaanxi 710072, China
Abstract  In this paper, the effect of every parameter (including $p$, $q$, $r$, $\lambda$, $\tau$) on the mean first-passage time (MFPT) is investigated in an asymmetric bistable system driven by colour-correlated noise. The expression of MFPT has been obtained by applying the steepest-descent approximation. Numerical results show that (1) the intensity of multiplicative noise p and the intensity of additive noise q play different roles in the MFPT of the system, (2) suppression appears on the curve of the MFPT with small $\lambda$ (e.g. $\lambda<0.5$) but there is a peak on the curve of the MFPT when $\lambda$ is big (e.g. $\lambda >0.5$), and (3) with different values of $r$ (e.g. $r$ = 0.1, 0.5, 1.5), the effort of $\tau$ on the MFPT is diverse.
Keywords:  mean first- passage time      asymmetric bistable system      colour-correlated noise  
Received:  05 June 2006      Revised:  27 July 2006      Accepted manuscript online: 
PACS:  05.40.Ca (Noise)  
  05.10.Gg (Stochastic analysis methods)  
Fund: Project supported by the National Natural Science Foundation of China (Grants Nos 10472091, 10332030 and 10502042) and the Graduate Starting Seed Fund of Northwestern Polytechnical University (Grant No Z200655).

Cite this article: 

Zhang Xiao-Yan(张晓燕) and Xu Wei(徐伟) Mean first-passage time of an asymmetric bistable system driven by colour-correlated noise 2007 Chinese Physics 16 928

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