Effects of cross correlation on the relaxation time of a bistable system driven by cross-correlated noise

Dongcheng Mei, Chongwei Xie, and Li Zhang
Phys. Rev. E 68, 051102 – Published 3 November 2003
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Abstract

We study the effects of correlations between additive and multiplicative noise on relaxation time in a bistable system driven by cross-correlated noise. Using the projection-operator method, we derived an analytic expression for the relaxation time Tc of the system, which is the function of additive (α) and multiplicative (D) noise intensities, correlation intensity λ of noise, and correlation time τ of noise. After introducing a noise intensity ratio and a dimensionless parameter R=D/α, and then performing numerical computations, we find the following: (i) For the case of R<1, the relaxation time Tc increases as R increases. (ii) For the cases of R>~1, there is a one-peak structure on the TcR plot and the effects of cross-correlated noise on the relaxation time are very notable. (iii) For the case of R<1, Tc almost does not change with both λ and τ, and for the cases of R>~1, Tc decreases as λ increases, however Tc increases as τ increases. λ and τ play opposite roles in Tc, i.e., λ enhances the fluctuation decay of dynamical variable and τ slows down the fluctuation decay of dynamical variable.

  • Received 10 June 2003

DOI:https://doi.org/10.1103/PhysRevE.68.051102

©2003 American Physical Society

Authors & Affiliations

Dongcheng Mei*, Chongwei Xie, and Li Zhang

  • Department of Physics, Yunnan University, Kunming 650091, China

  • *Electronic address: kmdcmei@public.km.yn.cn

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Vol. 68, Iss. 5 — November 2003

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