IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v374y2007i2p549-558.html
   My bibliography  Save this article

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

Author

Listed:
  • Goswami, Gurupada
  • Majee, Pradip
  • Kumar Ghosh, Pulak
  • Bag, Bidhan Chandra

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.

Suggested Citation

  • Goswami, Gurupada & Majee, Pradip & Kumar Ghosh, Pulak & Bag, Bidhan Chandra, 2007. "Colored multiplicative and additive non-Gaussian noise-driven dynamical system: Mean first passage time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 549-558.
    • Handle: RePEc:eee:phsmap:v:374:y:2007:i:2:p:549-558
    DOI: 10.1016/j.physa.2006.07.048
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437106008168
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2006.07.048?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jin, Yanfei & Wang, Haotian & Xu, Pengfei, 2023. "Noise-induced enhancement of stability and resonance in a tri-stable system with time-delayed feedback," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    2. Bashkirtseva, Irina, 2018. "Stochastic sensitivity of systems driven by colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 729-736.
    3. Zhang, Huiqing & Xu, Wei & Xu, Yong, 2009. "The study on a stochastic system with non-Gaussian noise and Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 781-788.
    4. Zhang, Ruiting & Hou, Zhonghuai & Xin, Houwen, 2011. "Effects of non-Gaussian noise near supercritical Hopf bifurcation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 147-153.
    5. Xu, Pengfei & Jin, Yanfei, 2018. "Mean first-passage time in a delayed tristable system driven by correlated multiplicative and additive white noises," Chaos, Solitons & Fractals, Elsevier, vol. 112(C), pages 75-82.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:374:y:2007:i:2:p:549-558. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.