Mean first-passage time of a bistable kinetic model driven by cross-correlated noises

Citation
Dc. Mei et al., Mean first-passage time of a bistable kinetic model driven by cross-correlated noises, PHYS REV E, 59(4), 1999, pp. 3880-3883
Citations number
14
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
59
Issue
4
Year of publication
1999
Pages
3880 - 3883
Database
ISI
SICI code
1063-651X(199904)59:4<3880:MFTOAB>2.0.ZU;2-E
Abstract
The transient properties of a bistable system driven by cross-correlated no ises are investigated; the correlation times of the correlations between th e noises are nonzero. The mean first-passage time (MFPT) is calculated. Fro m numerical computations we find the following: (1) The MFPT of the system is affected by both the correlation time tau and the correlation strength l ambda; (2) tau and lambda play opposing roles in the MFPT; (3) when lambda or alpha/D(alpha and D are the additive and multiplicative noise intensitie s respectively) are far away from 1, the MFPT as a function of tau is monot onic; however, when both alpha/D and lambda approach 1, the MFPT as a funct ion of tau is nonmonotonic; (4) for the case of perfectly correlated noises (lambda=1), the MFPT corresponding to alpha>D and alpha<D exhibit the same behaviors and the MFPT for alpha=D is continuous, which is very different from the case of the tau=0 [Phys Rev. E 53, 5764 (1996)].