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

✍ Scribed by Gurupada Goswami; Pradip Majee; Pulak Kumar Ghosh; Bidhan Chandra Bag

• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 239 KB
• Volume: 374
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2006.07.048

✦ Synopsis

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 (t 2 ) of additive colored noise having fixed variance have been analyzed. Beyond a critical value of t 2 the MFPT increases for a given rate of increase of noise strength with t 2 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.