Colored non-Gaussian noise driven systems: Mean first passage time

被引:22
|
作者
Bag, BC [1 ]
机构
[1] Visva Bharati Univ, Dept Chem, Santini Ketan 731235, W Bengal, India
来源
EUROPEAN PHYSICAL JOURNAL B | 2003年 / 34卷 / 01期
关键词
D O I
10.1140/epjb/e2003-00202-8
中图分类号
O469 [凝聚态物理学];
学科分类号
070205 ;
摘要
We have examined the mean first passage time (<T>) for a particle driven by colored non-Gaussian noise. As we depart from the Gaussian behavior, the <T> decreases regularly to a limiting value, i.e., the barrier crossing rate can be accelerated to a limiting value by increasing the non-Gaussianity of the noise. For the non-Gaussian noise driven process <T> increases linearly with increasing damping constant or noise correlation time. But this increasing behavior is almost exponential in nature for the Gaussian noise driven process.
引用
收藏
页码:115 / 118
页数:4
相关论文
共 50 条
  • [31] MEAN FIRST-PASSAGE TIME FOR NON-MARKOVIAN PROCESSES DRIVEN BY CONTINUOUS NOISE
    YANG, M
    WU, DJ
    CAO, L
    COMMUNICATIONS IN THEORETICAL PHYSICS, 1995, 23 (02) : 167 - 174
  • [32] Mean first-passage time of general bistable systems driven by white noise excitations
    Li, X. P.
    Wei, D. M.
    Ying, Z. G.
    MECHANICS RESEARCH COMMUNICATIONS, 2009, 36 (04) : 531 - 536
  • [33] Capturing non-Gaussian statistics in noise -injection driven dynamical systems
    Vahdat, Zahra
    Nieto, Cesar
    Singh, Abhyudai
    IFAC PAPERSONLINE, 2024, 57 : 250 - 255
  • [34] Correlated non-Gaussian and Gaussian noises induced transition and mean first-passage time in a fractional-order bistable system
    Chen, Haoyu
    Guo, Yongfeng
    Yu, Qin
    PROBABILISTIC ENGINEERING MECHANICS, 2024, 77
  • [35] Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise
    D. L. Hu
    Y. Huang
    X. B. Liu
    Nonlinear Dynamics, 2012, 70 : 1847 - 1859
  • [36] Quantifying model uncertainty in dynamical systems driven by non-Gaussian Levy stable noise with observations on mean exit time or escape probability
    Gao, Ting
    Duan, Jinqiao
    COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2016, 39 : 1 - 6
  • [37] Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise
    Hu, D. L.
    Huang, Y.
    Liu, X. B.
    NONLINEAR DYNAMICS, 2012, 70 (03) : 1847 - 1859
  • [38] Coherence resonance in the two-dimensional neural map driven by non-Gaussian colored noise
    Li, Dongxi
    Hu, Bing
    Wang, Jia
    Jing, Yingchuan
    Hou, Fangmei
    INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2016, 30 (05):
  • [39] Probabilistic model for the first passage of Non-Gaussian structures
    Department of Civil Engineering, School of Building Engineering, Shanghai Jiaotong University, Shanghai 200240, China
    Jisuan Lixue Xuebao, 2007, 1 (64-68):
  • [40] Inverse stochastic resonance induced by non-Gaussian colored noise
    Li, Dongxi
    Cui, Xiaowei
    Yang, Yachao
    NEUROCOMPUTING, 2018, 287 : 52 - 57