中国物理B ›› 2007, Vol. 16 ›› Issue (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

张晓燕, 徐伟   

  1. Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, Shaanxi 710072, China
  • 收稿日期:2006-06-05 修回日期:2006-07-27 出版日期:2007-04-20 发布日期:2007-04-20
  • 基金资助:
    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).

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)   

  1. Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an, Shaanxi 710072, China
  • Received:2006-06-05 Revised:2006-07-27 Online:2007-04-20 Published:2007-04-20
  • Supported by:
    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).

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摘要： In this paper, the effect of every parameter (including p, q, r, \la, \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 \la (e.g. \la<0.5) but there is a peak on the curve of the MFPT when \la is big (e.g. \la >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.

关键词: mean first- passage time, asymmetric bistable system, colour-correlated noise

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.

Key words: mean first- passage time, asymmetric bistable system, colour-correlated noise

中图分类号:  (Noise)

  • 05.40.Ca
05.10.Gg (Stochastic analysis methods)