分数阶双稳态系统中相关非高斯和高斯噪声诱导的过渡和平均首过时间

IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL
Haoyu Chen, Yongfeng Guo, Qin Yu
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引用次数: 0

摘要

本文研究了由乘法非高斯噪声和加法高斯白噪声激发的分数阶双稳态系统的过渡和平均首过时间(MFPT)。利用分数阶最小均方误差准则和路径积分法,我们推导出了稳态概率分布函数和 MFPT 的近似表达式。结果表明,噪声相关强度、非高斯参数、高斯噪声强度和分数阶都能引起相变。MFPT 在非高斯噪声强度的函数中显示出一个峰值,证明了噪声增强的稳定性现象,而 MFPT 在高斯白噪声强度的函数中显示出一致的单调关系。为验证理论结果,我们进行了数值模拟,结果显示出相当高的一致性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Correlated non-Gaussian and Gaussian noises induced transition and mean first-passage time in a fractional-order bistable system

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.

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来源期刊
Probabilistic Engineering Mechanics
Probabilistic Engineering Mechanics 工程技术-工程:机械
CiteScore
3.80
自引率
15.40%
发文量
98
审稿时长
13.5 months
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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