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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Phys. Rev. Lett.; (United States) 1987-11, Vol.59 (19), p.2129-2132
Hauptverfasser: DOERING, C. R, HAGAN, P. S, LEVERMORE, C. D
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:0031-9007
1079-7114
DOI:10.1103/PhysRevLett.59.2129