Stochastic system with coupling between non-Gaussian and Gaussian noise terms
โ Scribed by Dan Wu; Xiaoqin Luo; Shiqun Zhu
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 304 KB
- Volume
- 373
- Category
- Article
- ISSN
- 0378-4371
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โฆ Synopsis
A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling l between noise terms can induce the reentrance-like phase transition while the parameter q of the departure from the Gaussian noise can induce the first-order-like phase transition. Both the coupling l and the parameter q can change the curve of the mean first passage time (MFPT) from monotonically decreasing function to a peak in the MFPT. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.
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