Multiple cross-correlation noise induced transition in a stochastic bistable system

Can-Jun Wang, Ke-Li Yang and Chun-Yan Du

Physica A: Statistical Mechanics and its Applications, 2017, vol. 470, issue C, 261-274

Abstract: Based on the stochastic equivalent rules, the Fokker–Planck Equation for a general one-dimensional nonlinear system subjected to N-component noises and cross-correlation noises is derived, and the greatest advantage of the method lies in its simplicity. Applying this method, the effects of multiple sources of noise and the correlation forms of noises among them (i.e., two multiplicative noises, an additive noise and the correlation between the three noises) on the steady-state properties and the mean first passage time (MFPT) of a stochastic bistable system are discussed in details. The results show rich transition phenomena, such as the reentrance-like noise-induced phenomenon and the switch between the bimodal and the unimodal structure for different noise intensities. Moreover, the effects of the cross-correlation among the three noise sources on the MFPT are also discussed, and the noise-enhanced stability phenomenon and the resonant activation phenomenon are observed. The numerical results are in basic agreement with the theoretical predictions.

Keywords: Multiple noises; Cross-correlation noise; Bistable system; Transition (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:470:y:2017:i:c:p:261-274

DOI: 10.1016/j.physa.2016.11.145

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