TRANSIENT PROPERTIES OF A BISTABLE KINETIC-MODEL WITH CORRELATIONS BETWEEN ADDITIVE AND MULTIPLICATIVE NOISES - MEAN FIRST-PASSAGE TIME

Authors
JIA Y LI JR
Citation
Y. Jia et Jr. Li, TRANSIENT PROPERTIES OF A BISTABLE KINETIC-MODEL WITH CORRELATIONS BETWEEN ADDITIVE AND MULTIPLICATIVE NOISES - MEAN FIRST-PASSAGE TIME, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 53(6), 1996, pp. 5764-5768
Citations number
26
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
53
Issue
6
Year of publication
1996
Part
A
Pages
5764 - 5768
Database
ISI
SICI code
1063-651X(1996)53:6<5764:TPOABK>2.0.ZU;2-C
Abstract
The transient properties of a bistable system with correlations betwee n additive and multiplicative noise terms are investigated. The explic it expressions of the mean first-passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is affected b y lambda, the strength of correlations between additive (intensity alp ha) and multiplicative (intensity D) noise terms. For the case of perf ectly correlated noises (lambda = 1), the MFPT corresponding to alpha > D and alpha < D exhibits very different behaviors, and the MFPT for alpha = D diverges to infinity.