Colored multiplicative and additive non-Gaussian noise-driven dynamical system: Mean first passage time

Gurupada Goswami, Pradip Majee, Pulak Kumar Ghosh and Bidhan Chandra Bag

Physica A: Statistical Mechanics and its Applications, 2007, vol. 374, issue 2, 549-558

Abstract: We have studied the barrier crossing dynamics in presence of non-Gaussian noises. It has been observed that multiplicative colored non-Gaussian noise can induce resonant activation (RA). The conspicuous dependence of mean first passage time (MFPT) on correlation time (τ2) of additive colored noise having fixed variance have been analyzed. Beyond a critical value of τ2 the MFPT increases for a given rate of increase of noise strength with τ2 if the additive colored noise is non-Gaussian. The MFPT first decreases with increase of the non-Gaussian parameter (measures deviation from Gaussian character) of multiplicative colored noise followed by an increase exhibiting a minimum. The appearance of the minimum critically depends on the additive noise.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:374:y:2007:i:2:p:549-558

DOI: 10.1016/j.physa.2006.07.048

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