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非高斯Lévy噪声驱动下的非对称双稳系统的相转移和平均首次穿越时间

顾仁财 许勇 张慧清 孙中奎

物理学报2011,Vol.60Issue(11):166-172,7.
物理学报2011,Vol.60Issue(11):166-172,7.

非高斯Lévy噪声驱动下的非对称双稳系统的相转移和平均首次穿越时间

Phase transitions and the mean first passage time of an asymmetric bistable system with non-Gaussian Lévy noise

顾仁财 1许勇 1张慧清 1孙中奎1

作者信息

  • 1. 西北工业大学应用数学系,西安710129
  • 折叠

摘要

Abstract

This paper aims to investigate an asymmetric bistable system driven by non-Gaussian Lévy noise.The stationary probability density functions are obtained by the Grünwald-Letnikov scheme,and the effects of noise intensity and stability index on the stationary probability density are examined.Phase transitions can be observed though a qualitative change of the stationary probability distribution,which indicates that the phase transitions are induced by the asymmetric parameter and the stability index of Lévy noise.Additionally,the mean first passage time is considered,and different mechanisms for the effects of asymmetric parameter,noise intensity and stability index on first passage time are also obtained.

关键词

非高斯Lévy噪声/非对称双稳系统/相转移/平均首次穿越时间

Key words

non-Gaussian Lévy noise/asymmetric bistable system/phase transitions/mean first passage time

分类

数理科学

引用本文复制引用

顾仁财,许勇,张慧清,孙中奎..非高斯Lévy噪声驱动下的非对称双稳系统的相转移和平均首次穿越时间[J].物理学报,2011,60(11):166-172,7.

基金项目

国家自然科学基金 ()

西北工业大学基础研究基金 ()

翱翔之星资助的课题~~ ()

物理学报

OA北大核心CSCDCSTPCDSCI

1000-3290

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