Two cross-correlated dichotomic noises: Barrier crossing problem

被引：0
|
作者：
Wozinski, A. [1 ]
机构：
[1] Nicholas Copernicus Univ, Inst Phys, PL-87100 Torun, Poland
来源：
ACTA PHYSICA POLONICA B | 2006年 / 37卷 / 05期
关键词：
D O I：
暂无
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Escape of an overdamped particle driven by two correlated dichotomic noises (DN) from a triangle potential well is studied. A general description of statistical properties of the noises is developed in terms of master equation and correlation functions. Using the kinetics of these noises, an equation for the mean first-passage times can be deduced, which enables us to investigate the impact of non-zero covariance on the barrier crossing rate. In various cases, both the acceleration and the slowing down of the escape process can be observed.
引用
收藏
页码：1677 / 1691
页数：15
相关论文
共 50 条
  • [41] The mean extinction time and stability for a metapopulation system driven by colored cross-correlated noises
    Wang Kang-Kang
    Liu Xian-Bin
    Yang Jian-Hua
    ACTA PHYSICA SINICA, 2013, 62 (10)
  • [42] Multirate Multisensor Distributed Data Fusion Algorithm for State Estimation with Cross-Correlated Noises
    Liu, Yulei
    Yan, Liping
    Xia, Yuanqing
    Fu, Mengyin
    Xiao, Bo
    2013 32ND CHINESE CONTROL CONFERENCE (CCC), 2013, : 4682 - 4687
  • [43] Stochastic resonance in a periodic potential system driven by cross-correlated noises and periodic signal
    Guo, Yongfeng
    Lou, Xiaojuan
    Dong, Qiang
    Wang, Linjie
    INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 2019, 33 (28):
  • [44] Adaptive federated filter for multi-sensor nonlinear system with cross-correlated noises
    Wang, Lijun
    Wang, Sisi
    Yang, Wenzhi
    PLOS ONE, 2021, 16 (02):
  • [45] Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises
    Xie, CW
    Mei, DC
    Cao, L
    Wu, DJ
    EUROPEAN PHYSICAL JOURNAL B, 2003, 33 (01): : 83 - 86
  • [46] Effects of time delay on the statistical fluctuations for a bistable system driven by cross-correlated noises
    Zeng, Chun-hua
    Zhou, Xiao-feng
    Tao, Shu-fen
    CENTRAL EUROPEAN JOURNAL OF PHYSICS, 2009, 7 (03): : 534 - 540
  • [47] A distributed algorithm for state estimation of dynamic coupled and networked systems with cross-correlated noises
    Sun, Yibing
    Zhao, Yige
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 32 (03) : 1654 - 1671
  • [48] Dynamical properties of a bistable system driven by cross-correlated additive and multiplicative colored noises
    Ping, Z
    CHINESE JOURNAL OF PHYSICS, 2006, 44 (02) : 117 - 126
  • [49] Optimal distributed Kalman filtering fusion for a linear dynamic system with cross-correlated noises
    Feng, Jianxin
    Zeng, Ming
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2012, 43 (02) : 385 - 398
  • [50] Dynamics of a stochastic system driven by cross-correlated sine-Wiener bounded noises
    Wang, Can-Jun
    Lin, Qiao-Feng
    Yao, Yuan-Gen
    Yang, Ke-Li
    Tian, Meng-Yu
    Wang, Ya
    NONLINEAR DYNAMICS, 2019, 95 (03) : 1941 - 1956
12345