Open AccessThe mean first-passage time for piecewise nonlinear system driven by colored correlated additive and multiplicative colored noises
Author(s) -
Bei Li,
Yanfei Jin
Publication year - 2013
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.62.150503
Subject(s) - first hitting time model , multiplicative function , colored , noise (video) , nonlinear system , multiplicative noise , colors of noise , intensity (physics) , piecewise , physics , mathematics , statistical physics , mathematical analysis , white noise , statistics , computer science , optics , quantum mechanics , materials science , telecommunications , artificial intelligence , image (mathematics) , signal transfer function , transmission (telecommunications) , analog signal , composite material
In this paper, We have studied the effects of intensity and correlation time of noises on the mean first-passage time in a picecewise nonlinear system driven by multiplicative and additive colored noises with colored cross-correlation. We derived the expression of the mean first-passage time (MFPT) by applying the unified colored approximation method and the steepest-descent approximation. Results show that the MFPT of the system exhibits a mono-peak structure and the “resonance” phenomena enhance with the increase of multiplicative noise intensity. The value of the peak decreases with increasing additive noise intensity and the correlation between the additive and multiplicative noises. However, the MFPT of the system increases with the increase of additive noise intensity. That is, the effects of the additive noise and the multiplicative noise on MFPT are different. Moreover, the negative and passive correlations play different roles in the MFPT.