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Multiple cross-correlation noise induced transition in a stochastic bistable system

Author

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  • Wang, Can-Jun
  • Yang, Ke-Li
  • Du, Chun-Yan

Abstract

Based on the stochastic equivalent rules, the Fokker–Planck Equation for a general one-dimensional nonlinear system subjected to N-component noises and cross-correlation noises is derived, and the greatest advantage of the method lies in its simplicity. Applying this method, the effects of multiple sources of noise and the correlation forms of noises among them (i.e., two multiplicative noises, an additive noise and the correlation between the three noises) on the steady-state properties and the mean first passage time (MFPT) of a stochastic bistable system are discussed in details. The results show rich transition phenomena, such as the reentrance-like noise-induced phenomenon and the switch between the bimodal and the unimodal structure for different noise intensities. Moreover, the effects of the cross-correlation among the three noise sources on the MFPT are also discussed, and the noise-enhanced stability phenomenon and the resonant activation phenomenon are observed. The numerical results are in basic agreement with the theoretical predictions.

Suggested Citation

  • Wang, Can-Jun & Yang, Ke-Li & Du, Chun-Yan, 2017. "Multiple cross-correlation noise induced transition in a stochastic bistable system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 261-274.
    • Handle: RePEc:eee:phsmap:v:470:y:2017:i:c:p:261-274
    DOI: 10.1016/j.physa.2016.11.145
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    Cited by:

    1. Fang, Yuwen & Luo, Yuhui & Ma, Zhiqing & Zeng, Chunhua, 2021. "Transport and diffusion in the Schweitzer–Ebeling–Tilch model driven by cross-correlated noises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 564(C).
    2. Dong, Yang & Wen, Shu-hui & Hu, Xiao-bing & Li, Jiang-Cheng, 2020. "Stochastic resonance of drawdown risk in energy market prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    3. Li, Mengdi & Shi, Peiming & Zhang, Wenyue & Han, Dongying, 2020. "Study on the optimal stochastic resonance of different bistable potential models based on output saturation characteristic and application," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    4. Zhong, Guang-Yan & Li, Jiang-Cheng & Jiang, George J. & Li, Hai-Feng & Tao, Hui-Ming, 2018. "The time delay restraining the herd behavior with Bayesian approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 335-346.
    5. 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.
    6. Wang, Tonghuan & Guan, Lin & Zeng, Chunhua, 2019. "Transition induce by positive and negative time delay feedback in active Brownian particles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    7. Zhong, Guang-Yan & He, Feng & Li, Jiang-Cheng & Mei, Dong-Cheng & Tang, Nian-Sheng, 2019. "Coherence resonance-like and efficiency of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    8. Shi, Peiming & Zhang, Wenyue & Han, Dongying & Li, Mengdi, 2019. "Stochastic resonance in a high-order time-delayed feedback tristable dynamic system and its application," Chaos, Solitons & Fractals, Elsevier, vol. 128(C), pages 155-166.
    9. 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.
    10. Li, Jiangcheng & Zhang, Chunmin & Liu, Jifa & Li, Zhen & Yang, Xuan, 2018. "An application of Mean Escape Time and metapopulation on forestry catastrophe insurance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 312-323.
    11. Xu, Pengfei & Gong, Xulu & Wang, Haotian & Li, Yiwei & Liu, Di, 2023. "A study of stochastic resonance in tri-stable generalized Langevin system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).

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