Stochastic system with coupling between non-Gaussian and Gaussian noise terms

A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λ between noise terms can induce the reentrance-like phase tran...

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Bibliographic Details
Published inPhysica A Vol. 373; pp. 203 - 214
Main Authors Wu, Dan, Luo, Xiaoqin, Zhu, Shiqun
Format Journal Article
LanguageEnglish
Published Elsevier B.V 2007
Subjects
Bistable system
Gaussian noise
Non-Gaussian noise
Stochastic system
Gaussian noise
Stochastic system
Non-Gaussian noise
Bistable system
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Summary:A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λ between noise terms can induce the reentrance-like phase transition while the parameter q of the departure from the Gaussian noise can induce the first-order-like phase transition. Both the coupling λ and the parameter q can change the curve of the mean first passage time (MFPT) from monotonically decreasing function to a peak in the MFPT. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.
ISSN:0378-4371
1873-2119
DOI:10.1016/j.physa.2006.02.049