The Phase Transition in a Bistable Duffing System Driven by Levy Noise

In this paper, the phase transition and mean first passage time (MFPT) induced by Levy noise is investigated in a bistable Duffing system numerically. First, we obtain the stationary probability density functions as the criterion of phase transition through the qualitative changes of the shapes of stationary probability distribution. Then, the influences of Levy noise parameters are discussed. The results indicate that the stability index, noise intensity and skewness parameter can lead to phase transition behaviors in bistable Duffing system. In addition, the MFPT is calculated for various Levy parameters. Different effects among stability index, noise intensity and the skewness parameter on the phase transition and MFPT are observed. Furthermore, distinctions between Levy noise and Gaussian noise are provided.