Transient Properties of a Bistable System Driven by Cross-Correlated Noises: Correlation Times are Nonzero Case

Abstract

The transient properties of a bistable system driven by cross-correlated noises are investigated, the correlation times of the correlations between the noises are nonzero. The explicit expression of the mean first-passage time (MFPT) is obtained. From numerical computations we find the following. (1) The MFPT of the system is affected by the correlation time τ and the correlation strength λ, τ and λ play opposing roles in the MFPT. (2) For the case of perfectly correlated noises (λ = 1), the MFPT corresponding to α > D and α < D (α and D are the additive noise and multiplicative noise intensities, respectively) exhibit the same behaviors and the MFPT for α = D is continuous, which is very different from the case of τ = 0 [Phys. Rev. E 53 (1996) 5764].