The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to ...The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.展开更多
The phenomenon of stochastic resonance of a bistable system subjected to linear time-delayed feedback loops driven by multiplieative Gaussian coloured noise and additive Gaussian white noise is investigated. Firstly, ...The phenomenon of stochastic resonance of a bistable system subjected to linear time-delayed feedback loops driven by multiplieative Gaussian coloured noise and additive Gaussian white noise is investigated. Firstly, the analytic expression of the quasi-steady distribution function Ps （x, t） is derived by applying the unified coloured noise approximation and the Novikov Theorem; Secondly, the expression of the signal-to-noise ratio （SNR） is obtained in the adiabatic limit to quantify the stochastic resonance. Finally, tile effects of the linear coefficient a, the nonlinear coefficient b, the linear time-delayed feedback coefficient c and the delay time r on Ps（x,t） and SNR^± are discussed. It is found that the effects of the linear coefficient and the nonlinear coefficient, the positive linear time-delayed feedback coefficient and the negative linear time-delayed feedback coefficient, the positive delayed time and the negative delayed time on Ps（x,t） and SNR^± are different, respectively. This discussion would be helpful to the study of the system reliability and controlling stochastic resonance.展开更多
基金National Natural Science Foundation of China under Grant Nos.10472091,10332030,and 10502042
文摘The mean first-passage time of a bistable system with time-delayed feedback driven by multiplicative non-Gaussian noise and additive Gaussian white noise is investigated. Firstly, the non-Markov process is reduced to the Markov process through a path-integral approach; Secondly, the approximate Fokker-Planck equation is obtained by applying the unified coloured noise approximation, the small time delay approximation and the Novikov Theorem. The functional analysis and simplification are employed to obtain the approximate expressions of MFPT. The effects of non-Gaussian parameter （measures deviation from Gaussian character） r, the delay time τ, the noise correlation time to, the intensities D and a of noise on the MFPT are discussed. It is found that the escape time could be reduced by increasing the delay time τ, the noise correlation time τ0, or by reducing the intensities D and α. As far as we know, this is the first time to consider the effect of delay time on the mean first-passage time in the stochastic dynamical system.
基金supported by National Natural Science Foundation of China under Grant Nos.10472091 and 10332030
文摘The phenomenon of stochastic resonance of a bistable system subjected to linear time-delayed feedback loops driven by multiplieative Gaussian coloured noise and additive Gaussian white noise is investigated. Firstly, the analytic expression of the quasi-steady distribution function Ps （x, t） is derived by applying the unified coloured noise approximation and the Novikov Theorem; Secondly, the expression of the signal-to-noise ratio （SNR） is obtained in the adiabatic limit to quantify the stochastic resonance. Finally, tile effects of the linear coefficient a, the nonlinear coefficient b, the linear time-delayed feedback coefficient c and the delay time r on Ps（x,t） and SNR^± are discussed. It is found that the effects of the linear coefficient and the nonlinear coefficient, the positive linear time-delayed feedback coefficient and the negative linear time-delayed feedback coefficient, the positive delayed time and the negative delayed time on Ps（x,t） and SNR^± are different, respectively. This discussion would be helpful to the study of the system reliability and controlling stochastic resonance.
