Transient Properties of a Bistable System with Delay Time Driven by Non-Gaussian and Gaussian Noises： Mean First-Passage Time

• Published in: Communications in theoretical physics 2008-09, Vol.50 (9), p.669-673
• Main Author: LI Dong-Xi XU Wei GUO Yong-Feng LI Gao-Jie
• Format: Article
• Language: English
• Subjects: 双稳定系统; 时间延迟系统; 非高斯噪音
• ISSN: 0253-6102
• DOI: 10.1088/0253-6102/50/3/29

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.