Transient Properties of a Bistable System Driven by Cross-Correlated Noises: Correlation Times are Nonzero Case
MEI Dong-cheng1,2, XIE Guang-zhong1,2, CAO Li3, WU Da-jin3
1Yunnan Astrophysics Center, Yunnan University, Kunming 650091
2Yunnan Observatory, Chinese Academy of Sciences, Kunming 650011
3Department of Physics, Huazhong University of Science and Technology, Wuhan 430074
Transient Properties of a Bistable System Driven by Cross-Correlated Noises: Correlation Times are Nonzero Case
MEI Dong-cheng1,2;XIE Guang-zhong1,2;CAO Li3;WU Da-jin3
1Yunnan Astrophysics Center, Yunnan University, Kunming 650091
2Yunnan Observatory, Chinese Academy of Sciences, Kunming 650011
3Department of Physics, Huazhong University of Science and Technology, Wuhan 430074
Abstract： 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 explicit expression of the mean ,first-passage time (MFPT) is obtained. From numerical computations we find the following.(l) The MFPT of the system is affected by the correlation time T and the correlation strength λ, T and λ play opposing roles in the MFPT. (2) For the case of perfectly correlated noises (λ = l), the MFPT corresponding to α > D and α < D (α and D are the additive noise and multiplicative noise intensities, respectively) exhibit the same behaviors and the MFPT for
α = D is continuous, which is very different from the case of T = 0 [Phys. Rev. E 53 (1996) 5764].
MEI Dong-cheng;XIE Guang-zhong;CAO Li;WU Da-jin. Transient Properties of a Bistable System Driven by Cross-Correlated Noises: Correlation Times are Nonzero Case[J]. 中国物理快报, 1999, 16(5): 327-329.
MEI Dong-cheng, XIE Guang-zhong, CAO Li, WU Da-jin. Transient Properties of a Bistable System Driven by Cross-Correlated Noises: Correlation Times are Nonzero Case. Chin. Phys. Lett., 1999, 16(5): 327-329.
1999, Vol. 16 
