Transient properties of a bistable kinetic model with correlations between additive and multiplicative noises: Mean first-passage time.

Abstract

The transient properties of a bistable system with correlations between additive and multiplicative noise terms are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is affected by \ensuremath{\lambda}, the strength of correlations between additive (intensity \ensuremath{\alpha}) and multiplicative (intensity D) noise terms. For the case of perfectly correlated noises (\ensuremath{\lambda}=1), the MFPT corresponding to \ensuremath{\alpha}\ensuremath{\gtrsim}D and \ensuremath{\alpha}D exhibits very different behaviors, and the MFPT for \ensuremath{\alpha}=D diverges to infinity. \textcopyright{} 1996 The American Physical Society.