Multiple cross-correlation noise induced transition in a stochastic bistable system
| Autor: | Chun-Yan Du, Ke-Li Yang, Can-Jun Wang |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Bistability Cross-correlation Component (thermodynamics) Multiplicative function Condensed Matter Physics 01 natural sciences Stability (probability) Noise (electronics) 010305 fluids & plasmas Nonlinear system Control theory 0103 physical sciences Statistical physics First-hitting-time model 010306 general physics Mathematics |
| Zdroj: | Physica A: Statistical Mechanics and its Applications. 470:261-274 |
| ISSN: | 0378-4371 |
| Popis: | Based on the stochastic equivalent rules, the Fokker–Planck Equation for a general one-dimensional nonlinear system subjected to N -component noises and cross-correlation noises is derived, and the greatest advantage of the method lies in its simplicity. Applying this method, the effects of multiple sources of noise and the correlation forms of noises among them (i.e., two multiplicative noises, an additive noise and the correlation between the three noises) on the steady-state properties and the mean first passage time (MFPT) of a stochastic bistable system are discussed in details. The results show rich transition phenomena, such as the reentrance-like noise-induced phenomenon and the switch between the bimodal and the unimodal structure for different noise intensities. Moreover, the effects of the cross-correlation among the three noise sources on the MFPT are also discussed, and the noise-enhanced stability phenomenon and the resonant activation phenomenon are observed. The numerical results are in basic agreement with the theoretical predictions. |
| Databáze: | OpenAIRE |
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