{"title":"Correlated non-Gaussian and Gaussian noises induced transition and mean first-passage time in a fractional-order bistable system","authors":"Haoyu Chen, Yongfeng Guo, Qin Yu","doi":"10.1016/j.probengmech.2024.103638","DOIUrl":null,"url":null,"abstract":"<div><p>The transition and mean first-passage time(MFPT) in a fractional-order bistable system, excited by multiplicative non-Gaussian noise and additive Gaussian white noise, are investigated. Utilizing the fractional-order minimum mean square error criterion and the path integral approach, we derive approximate expressions for both the steady-state probability distribution function and the MFPT. The results show that the noise correlation strength, non-Gaussian parameter, Gaussian noise strength and fractional order can induce phase transitions. The MFPT exhibits a peak as a function of non-Gaussian noise intensity, demonstrating the noise-enhanced stability phenomenon, while the MFPT displays a consistent, monotonic relationship as a function of Gaussian white noise intensity. Numerical simulations are conducted to validate theoretical results, which show a reasonably high degree of consistency.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103638"},"PeriodicalIF":3.5000,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probabilistic Engineering Mechanics","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0266892024000602","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2024/6/5 0:00:00","PubModel":"Epub","JCR":"Q2","JCRName":"ENGINEERING, MECHANICAL","Score":null,"Total":0}
引用次数: 0
Abstract
The transition and mean first-passage time(MFPT) in a fractional-order bistable system, excited by multiplicative non-Gaussian noise and additive Gaussian white noise, are investigated. Utilizing the fractional-order minimum mean square error criterion and the path integral approach, we derive approximate expressions for both the steady-state probability distribution function and the MFPT. The results show that the noise correlation strength, non-Gaussian parameter, Gaussian noise strength and fractional order can induce phase transitions. The MFPT exhibits a peak as a function of non-Gaussian noise intensity, demonstrating the noise-enhanced stability phenomenon, while the MFPT displays a consistent, monotonic relationship as a function of Gaussian white noise intensity. Numerical simulations are conducted to validate theoretical results, which show a reasonably high degree of consistency.
期刊介绍：
This journal provides a forum for scholarly work dealing primarily with probabilistic and statistical approaches to contemporary solid/structural and fluid mechanics problems encountered in diverse technical disciplines such as aerospace, civil, marine, mechanical, and nuclear engineering. The journal aims to maintain a healthy balance between general solution techniques and problem-specific results, encouraging a fruitful exchange of ideas among disparate engineering specialities.
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