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Colored multiplicative and additive non-Gaussian noise-driven dynamical system: Mean first passage time

Author

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  • Goswami, Gurupada
  • Majee, Pradip
  • Kumar Ghosh, Pulak
  • Bag, Bidhan Chandra

Abstract

We have studied the barrier crossing dynamics in presence of non-Gaussian noises. It has been observed that multiplicative colored non-Gaussian noise can induce resonant activation (RA). The conspicuous dependence of mean first passage time (MFPT) on correlation time (τ2) of additive colored noise having fixed variance have been analyzed. Beyond a critical value of τ2 the MFPT increases for a given rate of increase of noise strength with τ2 if the additive colored noise is non-Gaussian. The MFPT first decreases with increase of the non-Gaussian parameter (measures deviation from Gaussian character) of multiplicative colored noise followed by an increase exhibiting a minimum. The appearance of the minimum critically depends on the additive noise.

Suggested Citation

  • Goswami, Gurupada & Majee, Pradip & Kumar Ghosh, Pulak & Bag, Bidhan Chandra, 2007. "Colored multiplicative and additive non-Gaussian noise-driven dynamical system: Mean first passage time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 549-558.
    • Handle: RePEc:eee:phsmap:v:374:y:2007:i:2:p:549-558
    DOI: 10.1016/j.physa.2006.07.048
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    Cited by:

    1. Jin, Yanfei & Wang, Haotian & Xu, Pengfei, 2023. "Noise-induced enhancement of stability and resonance in a tri-stable system with time-delayed feedback," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    2. 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.
    3. Xu, Pengfei & Jin, Yanfei, 2018. "Mean first-passage time in a delayed tristable system driven by correlated multiplicative and additive white noises," Chaos, Solitons & Fractals, Elsevier, vol. 112(C), pages 75-82.
    4. Bashkirtseva, Irina, 2018. "Stochastic sensitivity of systems driven by colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 729-736.
    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.

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