色关联噪声驱动双稳系统平均首通时间的研究  

Effects of colored correlations between noises on the mean first passage time for a bistable system

作　　者：于占东[1,2] 赵自保[2] 曾春华[1,3] 谢崇伟[1] 

机构地区：[1]云南大学物理系,云南昆明650091 [2]昆明陆军学院物理教研室,云南昆明650000 [3]昆明理工大学理学院,云南昆明650093

出　　处：《云南大学学报（自然科学版）》2009年第5期493-498,共6页Journal of Yunnan University(Natural Sciences Edition)

基　　金：云南省教育厅科学研究基金资助项目(08C0235)

摘　　要：研究了色关联噪声驱动双稳系统的瞬时性质,根据Novikov定理和Fox近似方法得到相应的Fokker-P lanck方程,使用最陡下降法得到了2个相反方向平均首通时间的解析表达式,即T+(从左势阱到右势阱)和T-(从右势阱到左势阱).经过数值计算,结果表明:①加性和乘性噪声的色关联效应使得一个方向上的逃逸变得更加容易,而另一个方向上的逃逸更加困难;②在正关联情况下,加性和乘性噪声的关联时间的增加会使得左势阱到右势阱的逃逸抑制现象减弱;而在负关联情况下,加性和乘性噪声的关联时间的增加会使得右势阱到左势阱的逃逸抑制现象减弱;并且噪声关联的色效应对正关联和负关联任意方向上的平均首通时间的影响完全相反.The transient properties of a bistable system driven by colored cross - correlated noises is studied. According to Novikov theorem and Fox＇ approach ,we derive the approximative Fokker -Planck equation. The analytic expression of the mean first-passage times（MFPT） in two opposite directions is derived by the steepestdescent approximation, i. e. , T -（ from the left well to the right） and T- （ from the right well to the left）. From numerical computations we find the following： ① The colored correlation between the additive and the muhiplica- tive noises makes the system escape easier in one direction and more difficult in the other direction;②The correlation time τ causes the suppression of escape rate from the left well to the right well to become inapparent for the case of the positive correlation between noises （ λ〉 O） ; and τ causes the suppression of escape rate from the right well to the left well to become inapparent for the case of the negative correlation between noises （ λ〈 O） ; and the colored correlation among noises play opposing roles on the MFPT in any direction for λ〉 0 and for λ〈 O.

关 键 词：关联强度 关联时间 平均首通时间 双稳系统 

分 类 号：O413[理学—理论物理]