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First-passage behavior of periodic potential system driven by correlated noise

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Abstract 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… Click to show full abstract

Abstract 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 × 104 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.

Keywords: system; periodic potential; driven correlated; first passage; system driven; potential system

Journal Title: Chinese Journal of Physics
Year Published: 2020

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