Journal
JOURNAL OF APPLIED MECHANICS-TRANSACTIONS OF THE ASME
Volume 84, Issue 9, Pages -Publisher
ASME
DOI: 10.1115/1.4037158
Keywords
Poisson white noise; perturbation technique; Laplace integral method; exit time
Categories
Funding
- National Natural Science Foundation of China [11572247, 61571365, 11372247]
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We propose a method to find an approximate theoretical solution to the mean first exit time (MFET) of a one-dimensional bistable kinetic system subjected to additive Poisson white noise, by extending an earlier method used to solve stationary probability density function. Based on the Dynkin formula and the properties of Markov processes, the equation of the mean first exit time is obtained. It is an infinite-order partial differential equation that is rather difficult to solve theoretically. Hence, using the non-Gaussian property of Poisson white noise to truncate the infinite-order equation for the mean first exit time, the analytical solution to the mean first exit time is derived by combining perturbation techniques with Laplace integral method. Monte Carlo simulations for the bistable system are applied to verify the validity of our approximate theoretical solution, which shows a good agreement with the analytical results.
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