Multiplicative non-Gaussian noise and additive Gaussian white noise induced transition in a piecewise nonlinear model

We study the transition problems in a piecewise nonlinear model induced by correlated multiplicative non-Gaussian noise and additive Gaussian white noise. Firstly, applying the path integral approach, the unified colored noise approximation, the analytical expression of the steady-state probability density function (SPD) is derived. Then the change regulation of the SPD is analyzed with the change of the strength and relevance of multiplicative noise and additive noise. From numerical computations we obtain some new nonlinear phenomena: the transition can be induced by the cross-correlation strength between noises, the non-Gaussian noise intensity and the Gaussian noise intensity as well as the non-Gaussian noise deviation parameter. This indicates that the effect of the non-Gaussian noise intensity on SPD is the same as that of the Gaussian noise intensity. Moreover, we also find the correlation time of the non-Gaussian noise can not induce the transition.