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mercredi 7 janvier 2015

[hal-01096388] Exact results for a noise-induced bistable system

A stochastic system where bistability is caused by noise has been recently investigated by Bian-calani et al. (PRL 112:038101, 2014). They have computed the mean switching time for such a system using the system size approximation and the continuous Fokker-Planck equation as a tool to estimate the parameter of such a system from experiment. In this article, we provide the exact solution for the full discrete system without resorting to continuous approximation and obtain the expression for the mean switching time. We further extend this investigation by solving exactly the Master equation and obtaining the expression of other quantities of interests such as the dynamics of the moments and the equilibrium time. The method we develop here is general and can be applied to other stochastic systems.



from HAL : Dernières publications http://ift.tt/1pxeyHF

Ditulis Oleh : Unknown // 01:39
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