时滞单稳系统的平均首次穿越时间研究 |
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引用本文: | 马聪变,郭建霞.时滞单稳系统的平均首次穿越时间研究[J].新乡学院学报(自然科学版),2012(1):18-20,26. |
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作者姓名: | 马聪变 郭建霞 |
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作者单位: | 新乡学院数学系,河南新乡453003 |
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摘 要: | 研究了多时滞单稳系统的平均首次穿越时间问题.运用小时滞近似与最速下降法,得到了系统平均首次穿越时间表达式,分析了参数对平均首次穿越时间的影响,并得到了如下结论:1)乘性与加性噪声强度对平均首次穿越时间的影响是相似的.2)两个时滞量对平均首次穿越时间的影响则完全不同.3)随着系统非对称性的增强,平均首次穿越时间是单调减少的.
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关 键 词: | 时滞单稳系统 平均首次穿越时间 高斯白噪声 |
Mean First-passage Time of Time-delayed Monostable System |
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Authors: | MA Cong-bian GUO Jian-xia |
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Institution: | (Department of Mathematic,Xinxiang University,Xinxiang 453003,China) |
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Abstract: | The mean first-passage time of a multiple time-delayed mono-stable system is investigated.Based on the small delay approximate and the steepest descent method,the expression of mean first-passage time is obtained,and the effects are investigated of system parameters on the mean first-passage time.The following conclusions are obtained:1) The effects of multiplicative and additive noise intensities on the mean first-passage time are similar;2) The effects of two delays on the mean first-passage time are quite different;3) With the asymmetry of system increasing,the mean first-passage time decreases monotonically. |
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Keywords: | time-delayed monostable system mean first-passage time Gaussian white noise |
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