IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v503y2018icp200-208.html
   My bibliography  Save this article

The instability probability density evolution of the bistable system driven by Gaussian colored noise and white noise

Author

Listed:
  • Guo, Yong-Feng
  • Wei, Fang
  • Xi, Bei
  • Tan, Jian-Guo

Abstract

In this paper, we studied the instability probability density evolution of the bistable system driven by Gaussian colored noise and white noise. Firstly, the bistable system is linearized in the initial area by applying Ω expansion theory of the Green function. Next, the time-dependent non-stationary state solutionpx,t of the Fokker–Planck equation for the linearized system is obtained by using eigenvalue and eigenvector theory. Finally, the effect of the time t, the colored noise intensity α, the correlation time τ and the white noise intensity D on p(x,t) are analyzed. Numerical computation results show that: p(x,t) is a monotonic decreasing function of variable x and intensity α. In contrast,p(x,t) is a monotonic increasing function of correlation time τ. Moreover, p(x,t) appears a peak with the increasing of t when x or D are fixed values respectively.

Suggested Citation

  • Guo, Yong-Feng & Wei, Fang & Xi, Bei & Tan, Jian-Guo, 2018. "The instability probability density evolution of the bistable system driven by Gaussian colored noise and white noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 200-208.
    • Handle: RePEc:eee:phsmap:v:503:y:2018:i:c:p:200-208
    DOI: 10.1016/j.physa.2018.02.208
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118302942
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2018.02.208?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Xu, Yong & Wu, Juan & Du, Lin & Yang, Hui, 2016. "Stochastic resonance in a genetic toggle model with harmonic excitation and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 92(C), pages 91-100.
    2. Fuentes, M.A. & Wio, Horacio S. & Toral, Raúl, 2002. "Effective Markovian approximation for non-Gaussian noises: a path integral approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 303(1), pages 91-104.
    3. Yong Xu & Jinzhong Ma & Haiyan Wang & Yongge Li & Jürgen Kurths, 2017. "Effects of combined harmonic and random excitations on a Brusselator model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 90(10), pages 1-7, October.
    4. Yong Xu & Juanjuan Li & Jing Feng & Huiqing Zhang & Wei Xu & Jinqiao Duan, 2013. "Lévy noise-induced stochastic resonance in a bistable system," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(5), pages 1-7, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pan, Yan & Ren, Yuhao & Duan, Fabing, 2018. "Noise benefits to robust M-estimation of location in dependent observations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 144-152.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guo, Yongfeng & Wang, Linjie & Wei, Fang & Tan, Jianguo, 2019. "Dynamical behavior of simplified FitzHugh-Nagumo neural system driven by Lévy noise and Gaussian white noise," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 118-126.
    2. Guo, Yongfeng & Wang, Linjie & Dong, Qiang & Lou, Xiaojuan, 2021. "Dynamical complexity of FitzHugh–Nagumo neuron model driven by Lévy noise and Gaussian white noise," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 430-443.
    3. Jin, Yanfei & Wang, Heqiang, 2020. "Noise-induced dynamics in a Josephson junction driven by trichotomous noises," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
    4. Gong, Xulu & Xu, Pengfei & Liu, Di & Zhou, Biliu, 2023. "Stochastic resonance of multi-stable energy harvesting system with high-order stiffness from rotational environment," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    5. Wang, Min & Fang, Yuwen & Luo, Yuhui & Yang, Fengzao & Zeng, Chunhua & Duan, Wei-Long, 2019. "Influence of non-Gaussian noise on the coherent feed-forward loop with time delay," Chaos, Solitons & Fractals, Elsevier, vol. 129(C), pages 46-55.
    6. Han, Ping & Xu, Wei & Zhang, Hongxia & Wang, Liang, 2022. "Most probable trajectories in the delayed tumor growth model excited by a multiplicative non-Gaussian noise," Chaos, Solitons & Fractals, Elsevier, vol. 156(C).
    7. Ai, Hao & Yang, GuiJiang & Liu, Wei & Wang, Qiubao, 2023. "A fast search method for optimal parameters of stochastic resonance based on stochastic bifurcation and its application in fault diagnosis of rolling bearings," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    8. Xu, Yong & Wu, Juan & Du, Lin & Yang, Hui, 2016. "Stochastic resonance in a genetic toggle model with harmonic excitation and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 92(C), pages 91-100.
    9. Mbakob Yonkeu, R. & David, Afungchui, 2022. "Coherence and stochastic resonance in the fractional-birhythmic self-sustained system subjected to fractional time-delay feedback and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    10. Hongler, Max-Olivier & Filliger, Roger & Blanchard, Philippe, 2006. "Soluble models for dynamics driven by a super-diffusive noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 301-315.
    11. 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).
    12. Bu, Min & Li, Jing & Guo, Rong & Ma, Jinzhong, 2023. "Dynamical responses of a Gaussian colored noise-driven shape memory alloy oscillator with a periodic force," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    13. Wu, Jiancheng & Li, Xuan & Liu, Xianbin, 2016. "The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 189-200.
    14. Yue, Xiaole & Lv, Ge & Zhang, Ying, 2021. "Rare and hidden attractors in a periodically forced Duffing system with absolute nonlinearity," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    15. Liu, Jian & Cao, Jie & Wang, Youguo & Hu, Bing, 2019. "Asymmetric stochastic resonance in a bistable system driven by non-Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 321-336.
    16. Zhou, Bingchang & McDonnell, Mark D., 2015. "Optimising threshold levels for information transmission in binary threshold networks: Independent multiplicative noise on each threshold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 659-667.
    17. Lev Ryashko, 2023. "Analysis of Excitement Caused by Colored Noise in a Thermokinetic Model," Mathematics, MDPI, vol. 11(22), pages 1-11, November.
    18. 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.
    19. Cao, Boqiang & Shan, Meijing & Zhang, Qimin & Wang, Weiming, 2017. "A stochastic SIS epidemic model with vaccination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 127-143.
    20. Liu, Chenggong & Shang, Pengjian & Feng, Guochen, 2017. "The high order dispersion analysis based on first-passage-time probability in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 1-9.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:503:y:2018:i:c:p:200-208. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.