The behavior of a periodically-forced nonlinear system subject to additive noise

Moshe Gitterman, George H. Weiss

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


We continue the study of a nonlinear first-order dynamical system first considered by Chen. This model is characterized by a multiplicative periodic forcing term and additive dichotomous noise in place of the white noise of Chen's analysis. Two parameters are used to characterize the qualitative properties of such a system, the mean first-passage time to the ends of the interval and the Fourier spectrum generated by the solution of the equation. We show that the mean first-passage time is monotonic in the amplitude of the periodic force and exhibits a resonant dependence on its frequency. In addition the substitution of dichotomous for white noise leads to a systematic change in the ability to smooth out the peaks in the Fourier spectrum of the solution.

Original languageEnglish
Pages (from-to)1213-1220
Number of pages8
JournalJournal of Statistical Physics
Issue number5-6
StatePublished - Jun 1993
Externally publishedYes


  • Stochastic resonance
  • first-passage times
  • periodic forces


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