Dc. Mei et al., Transient properties of a bistable system driven by cross-correlated noises: Correlation times are nonzero case, CHIN PHYS L, 16(5), 1999, pp. 327-329
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 explicit expression of the mean first-passage tim
e (MFPT) is obtained. From numerical computations we find the following.(1)
The MPPT of the system is affected by the correlation time tau and the cor
relation strength lambda, tau and lambda play opposing roles in the MFPT. (
2) For the case of perfectly correlated noises (lambda = 1), the MFPT corre
sponding to alpha > D and alpha < D (alpha and D are the additive noise and
multiplicative noise intensities, respectively) exhibit the same behaviors
and the MFPT for alpha = D is continuous, which is very different from the
case of tau = 0 [Phys. Rev. E 53 (1996) 5764].