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Stochastic system with coupling between non-Gaussian and Gaussian noise terms

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  • Wu, Dan
  • Luo, Xiaoqin
  • Zhu, Shiqun

Abstract

A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λ between noise terms can induce the reentrance-like phase transition while the parameter q of the departure from the Gaussian noise can induce the first-order-like phase transition. Both the coupling λ and the parameter q can change the curve of the mean first passage time (MFPT) from monotonically decreasing function to a peak in the MFPT. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.

Suggested Citation

  • Wu, Dan & Luo, Xiaoqin & Zhu, Shiqun, 2007. "Stochastic system with coupling between non-Gaussian and Gaussian noise terms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 203-214.
    • Handle: RePEc:eee:phsmap:v:373:y:2007:i:c:p:203-214
    DOI: 10.1016/j.physa.2006.02.049
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    Citations

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    Cited by:

    1. Wu, Jian-Li & Duan, Wei-Long & Luo, Yuhui & Yang, Fengzao, 2020. "Time delay and non-Gaussian noise-enhanced stability of foraging colony system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    2. Duan, Wei-Long & Zeng, Chunhua, 2017. "Signal power amplification of intracellular calcium dynamics with non-Gaussian noises and time delay," Applied Mathematics and Computation, Elsevier, vol. 292(C), pages 400-405.
    3. Zhang, Ruiting & Hou, Zhonghuai & Xin, Houwen, 2011. "Effects of non-Gaussian noise near supercritical Hopf bifurcation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 147-153.
    4. Guo, Qin & Sun, Zhongkui & Xu, Wei, 2019. "Delay-induced transitions in the birhythmic biological model under joint noise sources," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 337-348.
    5. Zhang, Huiqing & Xu, Wei & Xu, Yong, 2009. "The study on a stochastic system with non-Gaussian noise and Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 781-788.
    6. Duan, Wei-Long & Zeng, Chunhua, 2017. "Statistics for anti-synchronization of intracellular calcium dynamics," Applied Mathematics and Computation, Elsevier, vol. 293(C), pages 611-616.

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