Stochastic system with coupling between non-Gaussian and Gaussian noise terms

Dan Wu, Xiaoqin Luo and Shiqun Zhu

Physica A: Statistical Mechanics and its Applications, 2007, vol. 373, issue C, 203-214

Abstract: A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λ between noise terms can induce the reentrance-like phase transition while the parameter q of the departure from the Gaussian noise can induce the first-order-like phase transition. Both the coupling λ and the parameter q can change the curve of the mean first passage time (MFPT) from monotonically decreasing function to a peak in the MFPT. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.

Keywords: Stochastic system; Non-Gaussian noise; Gaussian noise; Bistable system (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:373:y:2007:i:c:p:203-214

DOI: 10.1016/j.physa.2006.02.049

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