×

First-passage behavior of periodic potential system driven by correlated noise. (English) Zbl 07848599

Summary: In this paper, the first-passage time (FPT) of periodic potential system driven by correlated noise is discussed. One-dimensional non-Markovian process in the system is stochastically equivalent to two-dimensional Markovian process according to the statistical characteristics of noise. The \(5 \times 10^4\) response tracks of the system is simulated by the fourth-order Runge-Kutta algorithm, and the FPT of the Brownian particle is recorded, then the mean first-passage time (MFPT) is calculated by averaging these values and the probability density function (PDF) of the FPT is simulated. Finally, the influence of the relevant parameters in the system on MFPT and the PDF of the FPT are discussed. Besides, it is found that resonance activation (RA) phenomenon appears in the system.

MSC:

82Cxx Time-dependent statistical mechanics (dynamic and nonequilibrium)
34Kxx Functional-differential equations (including equations with delayed, advanced or state-dependent argument)
34Fxx Ordinary differential equations and systems with randomness
Full Text: DOI

References:

[1] Hersthemke, W.; Lefever, R., Noise-Induced Transitions, 1984, Springer-Verlag: Springer-Verlag Berlin · Zbl 0529.60085
[2] Gammaitoni, L.; Marchesoni, F.; Menichellasaetta, E.; Santucci, S., Stochastic resonance in bistable systems, Phys. Rev. Lett., 62, 349-352, 1989
[3] Benzi, R.; Sutera, A.; Vulpiani, A., Stochastic resonance in climatic change, Tellus, 34, 10-16, 1982
[4] Mantegna, R. N.; Spagnolo, B., Noise enhanced stability in an unstable system, Phys. Rev. Lett., 76, 563-566, 1996
[5] Wang, K. K.; Zong, D. C.; Wang, Y. J.; Wang, P. X., Combined action of non-Gaussian noise and time delay on stochastic dynamical features for a metapopulation system driven by a multiplicative periodic signal, Physica A, 540, Article 122861 pp., 2020 · Zbl 07457915
[6] Agudov, N. V.; Spagnolo, B., Noise-enhanced stability of periodically driven metastable states, Phys. Rev. E, 64, Article 035102 pp., 2001
[7] Bag, B. C.; Petrosyan, K. G.; Hu, C. K., Influence of noise on the synchronization of the stochastic Kuramoto model, Phys. Rev. E, 76, Article 056210 pp., 2007
[8] Bag, B. C.; Hu, C. K., Current inversion induced by colored non-Gaussian noise, J. Stat. Mech., 2009, P02003, 2009 · Zbl 1459.82281
[9] Wang, K. K.; Liu, X. B.; Zhou, Y., Stochastic resonance and stability for a stochastic metapopulation system subjected to non-Gaussian noise and multiplicative periodic signal, Phys. Scr., 90, Article 085002 pp., 2015
[10] Wang, C. J.; Long, F.; Zhang, P.; Nie, L. R., Controlling of stochastic resonance and noise enhanced stability induced by harmonic noises in a bistable system, Physica A, 471, 288-294, 2017 · Zbl 1400.34099
[11] Devoret, M. H.; Martinis, J. M.; Esteve, D.; Clarke, J., Resonant activation from the zero-voltage state of a current-biased Josephson junction, Phys. Rev. Lett., 53, 1260-1263, 1984
[12] Wang, K. K.; Wang, Y. J.; Li, S. H.; Wu, J. C., Mean extinction time and stability for a metapopulation system subjected to correlated Gaussian and non-Gaussian noises, Chinese J. Phys., 54, 205-215, 2016 · Zbl 1539.92120
[13] Fiasconaro, A.; Spagnolo, B., Resonant activation in piecewise linear asymmetric potentials, Phys. Rev. E, 83, Article 041122 pp., 2011
[14] Pizzolato, N.; Fiasconaro, A.; Adorno, D. P.; Spagnolo, B., Resonant activation in polymer translocation: new insights into the escape dynamics of molecules driven by an oscillating field, Phys. Biol., 7, Article 034001 pp., 2010
[15] Wang, K. K.; Wang, Y. J.; Li, S. H.; Wu, J. C., Stochastic stability and state shifts for a time-delayed cancer growth system subjected to correlated multiplicative and additive noises, Chaos Soliton. Fract., 93, 1-13, 2016 · Zbl 1372.92046
[16] Fiasconaro, A.; Mazo, J. J.; Spagnolo, B., Noise-induced enhancement of stability in a metastable system with damping, Phys. Rev. E, 82, Article 041120 pp., 2010
[17] Goswamia, G.; Majeea, P.; Ghoshb, P. K.; Bag, B. C., Colored multiplicative and additive non-Gaussian noise-driven dynamical system: mean first passage time, Physcia A, 374, 549-558, 2007
[18] Bag, B. C.; Hu, C. K., Escape through an unstable limit cycle: resonant activation, Phys. Rev. E, 73, Article 061107 pp., 2006
[19] Bag, B. C.; Hu, C. K., Escape through an unstable limit cycle driven by multiplicative colored non-Gaussian and additive white Gaussian noises, Phys. Rev. E, 75, Article 042101 pp., 2007
[20] Shi, P. M.; Su, X.; Han, D. Y.; Fu, R. R.; Ma, X. J., The stable state properties and mean first-passage time of tristable system driven by non-correlated additive and multiplicative non-Gaussian noise, Chinese J. Phys., 55, 2124-2133, 2017
[21] Jin, Y. F.; Xu, W., Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises, Chaos Solitons Fractals, 23, 275-280, 2005 · Zbl 1116.60350
[22] Guo, Y. F.; Xi, B.; Shen, Y. J.; Tan, J. G., Mean first-passage time of second-order and under-damped asymmetric bistable model, Appl. Math. Model., 40, 9445-9453, 2016 · Zbl 1480.60254
[23] Cáceres, M. O., Passage time statistics in exponential distributed time-delay models: noisy asymptotic dynamics, J. Stat. Phys., 156, 94-118, 2014 · Zbl 1298.82047
[24] Cáceres, M. O.; Rojas, R. C.D., Exponential distributed time-delay nonlinear models: Monte Carlo simulations, Physcia A, 409, 61-70, 2014 · Zbl 1395.82230
[25] Wang, K. K.; Zong, D. C.; Li, S. H.; Wu, J. C., Stochastic dynamical characteristics for a time-delayed insect outbreak model driven by correlated multiplicative and additive noises, J. Stat. Mech., 9, P09002, 2015 · Zbl 1456.92153
[26] Zhong, W. R.; Shao, Y. Z.; He, Z. H., Stochastic resonance in the growth of a tumor induced by correlated noises, Chinese Sci. Bull., 50, 2273, 2005 · Zbl 1185.92068
[27] Yang, Y. F.; Wang, C. J.; Yang, K. L., Impacts of the cross-correlated noises on the fluctuation behaviors of a gene transcriptional regulatory system, Physica A, 514, 580-591, 2019 · Zbl 07562398
[28] Xie, C. W.; Mei, D. C., Mean first-passage time of a bistable kinetic model driven by multiplicative coloured noise and additive white noise, Chinese Phys. Lett., 20, 813-816, 2003
[29] Wang, K. K.; Zong, D. C.; Zhou, Y.; Wu, J. C., Stochastic dynamical features for a time-delayed ecological system of vegetation subjected to correlated multiplicative and additive noises, Chaos Solitons Fractals, 91, 490-502, 2016 · Zbl 1372.92116
[30] Wang, K. K.; Ye, H.; Wang, Y. J.; Li, S. H., Time-delay-induced dynamical behaviors for an ecological vegetation growth system driven by cross-correlated multiplicative and additive noises, Eur. Phys. J. E, 41, 60, 2018
[31] Mitaim, S.; Kosko, B., Adaptive stochastic resonance, (Proc. IEEE, 86, 1998), 2152-2183
[32] Dan, D.; Mahato, M. C.; Jayannavar, A. M., Stochastic resonance in washboard potentials, Phys. Lett. A, 258, 4-6, 217-221, 1999
[33] Usmani, O.; Lutz, E.; Büttiker, M., Noise-assisted classical adiabatic pumping in a symmetric periodic potential, Phys. Rev. E, 66, Article 021111 pp., 2002
[34] Liu, K. H.; Jin, Y. F.; Ma, Z. M., Stochastic resonance in periodic potentials driven by colored noise, Physica A, 392, 5283-5288, 2013 · Zbl 1395.82191
[35] Li, Y. G.; Xu, Y.; Kurths, J.; Yue, X. L., Transports in a rough ratchet induced by Lévy noises, Chaos, 27, Article 103102 pp., 2017
[36] Jin, Y. F.; Ma, Z. M.; Xiao, S. M., Coherence and stochastic resonance in a periodic potential driven by multiplicative dichotomous and additive white noise, Chaos Solitons Fractals, 103, 470-475, 2017 · Zbl 1375.34088
[37] Saikia, S., The role of damping on stochastic resonance in a periodic potential, Physica A, 416, 411-420, 2014
[38] Saikia, S.; Jayannavar, A. M.; Mahato, M. C., Stochastic resonance in periodic potentials, Phys. Rev. E, 83, Article 061121 pp., 2011
[39] Reenbohn, W. L.; Pohlong, S. S.; Mahato, M. C., Periodically driven underdamped periodic and washboard potential systems: dynamical states and stochastic resonance, Phys. Rev. E, 85, Article 031144 pp., 2012
[40] Dan, D.; Mahato, C. M.; Jayannavar, A. M., Mobility and stochastic resonance in spatially inhomogeneous systems, Phys. Rev. E, 60, 6421-6428, 1999
[41] Kim, Y. W.; Sung, W., Does stochastic resonance occur in periodic potentials, Phys. Rev. E., 57, R6237-R6240, 1998
[42] Fronzoni, L.; Mannella, R., Stochastic resonance in periodic potentials, J. Stat. Phys., 70, 501-512, 1993
[43] Liu, R. N.; Kang, Y. M., Stochastic resonance in underdamped periodic potential systems with alpha stable Lévy noise, Phys. Lett. A, 382, 1656-1664, 2018
[44] Honeycutt, R. L., Stochastic Runge-Kutta algorithms. I. White noise, Phys. Rev. A, 45, 600-603, 1992
[45] Honeycutt, R. L., Stochastic Runge-Kutta algorithms. II. Colored noise, Phys. Rev. A, 45, 604-610, 1992
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.