物理学报Issue(15)：1-5,5.DOI:10.7498/aps.62.150503
色关联的色噪声驱动的分段非线性模型的平均首次穿越时间*
The mean first-passage time for piecewise nonlinear system driven by colored correlated additive and multiplicative colored noises*
摘要
Abstract
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.关键词
色噪声/分段非线性系统/平均首次穿越时间Key words
colored noise picecewise nonlinear system/mean first-passage time引用本文复制引用
李贝,靳艳飞..色关联的色噪声驱动的分段非线性模型的平均首次穿越时间*[J].物理学报,2013,(15):1-5,5.基金项目
国家自然科学基金(批准号:11272051)资助的课题.* Project supported by the National Natural Science Foundation of China (Grant No.11272051) （批准号:11272051）
