Bistability driven by weakly colored Gaussian noise: the Fokker-Planck boundary layer and mean first-passage times
We develop a singular perturbation approach to the problem of first-passage times for non-Markovian processes driven by Gaussian colored noise near the white-noise limit. In particular we treat the problem of overdamped tunneling in a bistable quartic potential in the presence of Gaussian noise of s...
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Veröffentlicht in: | Phys. Rev. Lett.; (United States) 1987-11, Vol.59 (19), p.2129-2132 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We develop a singular perturbation approach to the problem of first-passage times for non-Markovian processes driven by Gaussian colored noise near the white-noise limit. In particular we treat the problem of overdamped tunneling in a bistable quartic potential in the presence of Gaussian noise of short correlation time tau. The correct treatment of the absorbing boundary yields a lowest-order correction proportional to tau/sup 1/2/ with a proportionality constant involving the Milne extrapolation length for the Fokker-Planck equation, given in terms of the Riemann zeta function. |
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ISSN: | 0031-9007 1079-7114 |
DOI: | 10.1103/PhysRevLett.59.2129 |