A theoretical analysis for mean exit time of a Bi-stable system under combined Gaussian and Poisson white noise excitations

作者：Gu, Peirong; Wang, Haiyan^*

来源：Optik, 2017, 144: 436-445.

DOI：10.1016/j.ijleo.2017.07.007

• Perturbation scheme
• Gaussian white noise
• Poisson white noise
• Laplace integral method
• Mean exit time

In this work, an approximate method is proposed to simultaneously compute an analytic solution for the mean exit time statistics in a bi-stable system with combined Gaussian and Poisson white noise excitations. Firstly, the method employs a perturbation scheme coupled with the Laplace integral method to estimate the mean exit time analytically. Then, a bi-stable system under both external and parametric excitations of combined Gaussian and Poisson white noises are investigated illustratively with the proposed technique, and effects of noise intensity and random magnitude of impulses on the mean exit time are discussed respectively. Finally, the effectiveness of the theoretical results is verified by means of Monte Carlo simulation, and good agreement will be observed.

• 出版日期2017
• 单位西北工业大学