scholarly journals Phase transitions and the mean first passage time of an asymmetric bistable system with non-Gaussian Lvy noise

2011 ◽  
Vol 60 (11) ◽  
pp. 110514
Author(s):  
Gu Ren-Cai ◽  
Xu Yong ◽  
Zhang Hui-Qing ◽  
Sun Zhong-Kui
Keyword(s):  
Phase Transitions ◽  
First Passage Time ◽  
Passage Time ◽  
Bistable System ◽  
Mean First Passage Time ◽  
First Passage ◽  
The Mean ◽  
Non Gaussian

TRANSIENT PROPERTIES OF A BISTABLE KINETIC SYSTEM WITH TIME-DELAYED FEEDBACK AND NON-GAUSSIAN NOISE: MEAN FIRST-PASSAGE TIME

2008 ◽  
Vol 22 (27) ◽  
pp. 2677-2687 ◽  
Author(s):  
CAN-JUN WANG ◽  
DONG-CHENG MEI
Keyword(s):  
Gaussian Noise ◽  
First Passage Time ◽  
Passage Time ◽  
Delayed Feedback ◽  
Bistable System ◽  
Mean First Passage Time ◽  
First Passage ◽  
The Mean ◽  
Non Gaussian ◽  
Time Delayed Feedback

The transient properties of a bistable system with time-delayed feedback and non-Gaussian noise are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is affected by the delay time τ, the non-extensive index q and the color noise correlation time τ0. That is, q can induce the MFPT from a complex behavior to a simple monotonous behavior with τ increasing (i.e. from two extrema to no extremum). But with the q increasing, the MFPT has a extremum, which is more large as τ increases.

scholarly journals First passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises

2021 ◽  
Author(s):  
Nicholas Mwilu Mutothya ◽  
Yong Xu ◽  
Yongge Li ◽  
Ralf Metzler ◽  
Nicholas Muthama Mutua
Keyword(s):  
Diffusion Coefficient ◽  
Gaussian Noise ◽  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
Stochastic Motion ◽  
First Passage ◽  
The Mean ◽  
Non Gaussian ◽  
Markovian Systems

Abstract We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' $q$-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times are recorded. The first passage time density is determined along with the mean first passage time. Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the mean first passage time are discussed.

The mean first passage time of a three-level atomic optical bistable system subjected to noise

2013 ◽  
Vol 22 (6) ◽  
pp. 060503 ◽  
Author(s):  
Yong-Gang Wei ◽  
Chun-Hua Zeng ◽  
Hua Wang ◽  
Kong-Zhai Li ◽  
Jian-Hang Hu
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Bistable System ◽  
Mean First Passage Time ◽  
First Passage ◽  
The Mean

First-passage behavior of under-damped asymmetric bistable system driven by Lévy noise

2020 ◽  
Vol 34 (31) ◽  
pp. 2050348
Author(s):  
Xiuxian Yu ◽  
Yongfeng Guo ◽  
Xiaojuan Lou ◽  
Qiang Dong
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Bistable System ◽  
Lévy Noise ◽  
Mean First Passage Time ◽  
First Passage ◽  
System Parameters ◽  
Text Response ◽  
The Mean ◽  
Levy Noise

In this paper, the first-passage behavior of under-damped asymmetric bistable system driven by Lévy noise is studied. The two aspects considered are the mean first-passage time (MFPT) and the distribution of first-passage time in two opposite directions. To begin with, using the Janicki–Weron algorithm to generate Lévy noise, the system driven by Lévy noise is simulated through the fourth-order Runge–Kutta algorithm. Then the first-passage time of [Formula: see text] response tracks is calculated, and the MFPT and the distribution of first-passage time are obtained. Finally, the influence of Lévy noise and system parameters on MFPT and the distribution of first-passage time are analyzed. Moreover, the noise enhanced stability (NES) effect is found.

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