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Stochastic system with coupling between non-Gaussian and Gaussian noise terms

โœ 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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โœฆ 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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