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Bistability driven by Gaussian colored noise: First-passage times
Masoliver, Jaume, 1951-; West, B. J.; Lindenberg, Katja
Universitat de Barcelona
Herein we present a calculation of the mean first-passage time for a bistable one-dimensional system driven by Gaussian colored noise of strength D and correlation time ¿c. We obtain quantitative agreement with experimental analog-computer simulations of this system. We disagree with some of the conclusions reached by previous investigators. In particular, we demonstrate that all available approximations that lead to a state-dependent diffusion coefficient lead to the same result for small D¿c.
04-05-2010
Fluctuacions (Física)
Mecànica estadística
Soroll
Equació de Fokker-Planck
Fluctuations (Physics)
Statistical mechanics
Noise
Fokker-Planck equation
(c) The American Physical Society, 1987
Artículo
The American Physical Society
         

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Weiss, George H. (George Herbert), 1930-; Masoliver, Jaume, 1951-; Lindenberg, Katja; West, B. J.
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