Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises:Mean First-Passage Time  

作　　者：LI Dong-Xi XU Wei GUO Yong-Feng LI Gao-Jie 

机构地区：[1]Department of Applied Mathematics, Northwestern Polytechnical University, Xi＇an 710072, China

出　　处：《Communications in Theoretical Physics》2008年第9期669-673,共5页理论物理通讯（英文版）

基　　金：National Natural Science Foundation of China under Grant Nos.10472091,10332030,and 10502042

摘　　要：The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.

关 键 词：mean first-passage time delay time non-Gaussian noise Gaussian noise bistable system 

分 类 号：O424[理学—声学]