Dynamic behavior of periodic potential system driven by cross‐correlated non‐Gaussian noise and Gaussian white noise

Abstract

AbstractThe dynamic behavior of the periodic potential system driven by the cross‐correlated non‐Gaussian noise and Gaussian white noise is studied in this article. According to path integral method and unified color noise approximation, the periodic potential system is transformed into a stochastic equivalent Stratonovich stochastic differential equation. Then the Fokker–Planck equation and the expression of the steady‐state probability density are derived. The fourth‐order Runge–Kutta algorithm is used to calculate the times response of the system. Meanwhile, the probability density function (PDF) of the first‐passage time (FPT) is simulated, and the mean first‐passage time (MFPT) is obtained by averaging these values. Finally, the influence of noise parameters on MFPT and PDF of FPT is analyzed.