Abstract
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 language | English |
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Pages (from-to) | 1213-1220 |
Number of pages | 8 |
Journal | Journal of Statistical Physics |
Volume | 71 |
Issue number | 5-6 |
DOIs | |
State | Published - Jun 1993 |
Externally published | Yes |
Keywords
- Stochastic resonance
- first-passage times
- periodic forces