| 非马尔可夫非线性双态噪声驱动系统的MFPT |
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| 引用本文： | 刁操政,曹力,吴大进.非马尔可夫非线性双态噪声驱动系统的MFPT[J].华中科技大学学报(自然科学版),1991(4). |
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| 作者姓名： | 刁操政 曹力 吴大进 |
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| 作者单位： | 华中理工大学物理系
(刁操政，曹力)，华中理工大学物理系(吴大进) |
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| 摘 要： | 本文运用随机轨道技术,解决了一般非线性双态噪声的平均第一通过时间(简称为MFPT)问题.利用最陡下降法简化所得结果,处理了具有非线性漂移的随机系统的MFPT问题.通过数值计算,求出了双稳系统的MFPT.作图比较了线性双态噪声和平方双态噪声的MFPT,得到了若干有意义的结论.
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| 关 键 词： | 随机系统 非马尔可夫过程 双态噪声 平均第一通过时间(MFPT) |
Mean First-Passage Time for Systems Driven by Non-Markovian and Nonlinear Dichotomous Noise |
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| Diao Caozheng Cao Li Wu Dajin.Mean First-Passage Time for Systems Driven by Non-Markovian and Nonlinear Dichotomous Noise[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1991(4). |
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| Authors: | Diao Caozheng Cao Li Wu Dajin |
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| Institution: | Diao Caozheng Cao Li Wu Dajin |
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| Abstract: | A statistical method for the boundary process has been used to study the mean first-passage time (MFPT) for systems driven by non-Markovian and nonlinear dichotomous noise. By the steepest descent method, some meaningful results have been obtained in the calculation of the MFPT for a system with nonlinear drift. The MFPT is obtained for bistable system by numerical computation. It has been found that for the exponential switching time the MFPT of a system driven by quadratic dichotomous noise is shorter than that driven by a linear one. For rectangular switching time, the MFPT of the system driven by quadratic dichotomous noise is not always shorter than that driven by a linear one. |
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| Keywords: | Stochastic system Non-Markovian process Dichotomous noise Mean first-passage time |
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