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2020•Modern Physics Letters BRequires access

First-passage behavior of under-damped asymmetric bistable system driven by Lévy noise

Xiuxian Yu, Yongfeng Guo, Xiaojuan Lou, Qiang Dong

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Abstract

In this paper, the first-passage behavior of under-damped asymmetric bistable system driven by Lévy noise is studied. The two aspects considered are the mean first-passage time (MFPT) and the distribution of first-passage time in two opposite directions. To begin with, using the Janicki–Weron algorithm to generate Lévy noise, the system driven by Lévy noise is simulated through the fourth-order Runge–Kutta algorithm. Then the first-passage time of [Formula: see text] response tracks is calculated, and the MFPT and the distribution of first-passage time are obtained. Finally, the influence of Lévy noise and system parameters on MFPT and the distribution of first-passage time are analyzed. Moreover, the noise enhanced stability (NES) effect is found.

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What this paper is about

In this paper, the first-passage behavior of under-damped asymmetric bistable system driven by Lévy noise is studied. The two aspects considered are the mean first-passage time (MFPT) and the distribution of first-passage time in two opposite directions. To begin with, using the Janicki–Weron algorithm to generate Lévy noise, the system driven by Lévy noise is simulated through the fourth-order Runge–Kutta algorithm. Then the first-passage time of [Formula: see text] response tracks is calculated, and the MFPT and the distribution of first-passage time are obtained. Finally, the influence of Lévy noise and system parameters on MFPT and the distribution of first-passage time are analyzed. Moreover, the noise enhanced stability (NES) effect is found.

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Available abstract

In this paper, the first-passage behavior of under-damped asymmetric bistable system driven by Lévy noise is studied. The two aspects considered are the mean first-passage time (MFPT) and the distribution of first-passage time in two opposite directions. To begin with, using the Janicki–Weron algorithm to generate Lévy noise, the system driven by Lévy noise is simulated through the fourth-order Runge–Kutta algorithm. Then the first-passage time of [Formula: see text] response tracks is calculated, and the MFPT and the distribution of first-passage time are obtained. Finally, the influence of Lévy noise and system parameters on MFPT and the distribution of first-passage time are analyzed. Moreover, the noise enhanced stability (NES) effect is found.

Key concepts: First-hitting-time model, Bistability, Noise (video), Stability (learning theory), Physics, Distribution (mathematics), Statistical physics, First order

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First-passage behavior of under-damped asymmetric bistable system driven by Lévy noise — Research Paper | ScholarLens