Multiplicative Levy noise in bistable systems

被引:13
|
作者
Srokowski, T. [1 ]
机构
[1] Polish Acad Sci, Inst Nucl Phys, PL-31342 Krakow, Poland
来源
EUROPEAN PHYSICAL JOURNAL B | 2012年 / 85卷 / 02期
关键词
STOCHASTIC RESONANCE; DRIVEN;
D O I
10.1140/epjb/e2012-30003-9
中图分类号
O469 [凝聚态物理学];
学科分类号
070205 ;
摘要
Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable Levy distribution. The noise is multiplicative: its intensity depends on the process variable like vertical bar x vertical bar(-theta). The Stratonovich and Ito interpretations of the stochastic integral are taken into account. The mean first passage time is calculated as a function of theta for different values of the stability index a and size of the barrier. Dependence of the output amplitude on the noise intensity reveals a pattern typical for the stochastic resonance. Properties of the resonance as a function of alpha, theta and size of the barrier are discussed. Both height and position of the peak strongly depends on theta and on a specific interpretation of the stochastic integral.
引用
收藏
页数:6
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