摘要
讨论了在关联噪声驱动下双稳系统的瞬变性质 ,计算了该系统的平均第一通过时间 (MFPT) .数值计算表明 :在正关联的条件下 (λ>0 ) ,MFPT随噪声关联τ增大而减少 ;在负关联的条件下 (λ <0 ) ,MFPT随τ增大而增大 .同时还发现 ,在完全正关联的条件下 (λ=1 ) ,若加性噪声强度等于乘性噪声强度 (α =D) ,则MFPT趋于无穷大 ;若α/D≈ 0 .87,则平均第一通过时间等于零 .
The transient properties of a bistable system with correlations among additive and multiplicative noise terms are investigated. The expressions of the mean first passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is decreased with increase of the correlation time for the positive correlation noise, but the correlation time have opposite effects for the negative correlation noises. For the case of perfectly correlated noised (λ=1), if the strength of additive noise is equal to the strength of multiplicative noise (α=D), the MFPT diverges to infinity, and if α/D≈0.87, the MFPT is equal to 0.
出处
《华中理工大学学报》
CSCD
北大核心
2000年第8期87-89,共3页
Journal of Huazhong University of Science and Technology
基金
湖北省教育厅科研项目
关键词
关联噪声
平均第一通过时间
双稳系统
MFPT
the correlation noises
the stationary probability distribution
the modified potential barrier
mean first passage times
