Abstract： We study the transient properties of a bistable kinetic system driven by correlated noises for the cases of multiplicative coloured noise and additive white noise. The mean first-passage time (MFPT) of the system is calculated. From numerical computations we find that: (i) The MFPT of the bistable system are affected by the correlation time of multiplicative coloured noise τ and the cross-correlation strength between noises λ and, τ and λ play the same roles in the MFPT. (ii) The MFPT corresponding to weakly correlated noises and strongly correlated noises exhibits the very different behaviour and there is a one-peak structure in the MFPT for strongly correlated noises. The peak grows highly as τincreases, which means that the noisy colour causes the suppression effect of the escape rate to become more pronounced.
(Fluctuation phenomena, random processes, noise, and Brownian motion)
引用本文:
XIE Chong-Wei;MEI Dong-Cheng. Mean First-Passage Time of a Bistable Kinetic Model Driven by Multiplicative Coloured Noise and Additive White Noise[J]. 中国物理快报, 2003, 20(6): 813-816.
XIE Chong-Wei, MEI Dong-Cheng. Mean First-Passage Time of a Bistable Kinetic Model Driven by Multiplicative Coloured Noise and Additive White Noise. Chin. Phys. Lett., 2003, 20(6): 813-816.
2003, Vol. 20 
