Color-induced transition to a nonconventional diffusion regime

George P. Tsironis, Paolo Grigolini

Research output: Contribution to journalArticle

52 Citations (Scopus)

Abstract

It is shown that the negative diffusion coefficients exhibited by the current approaches to the Fokker-Planck equation for non-Markovian and bistable processes result from assuming the diffusion process to be stationary. The rejection of this assumption leads to predictions on the escape over a barrier agreeing with the physical arguments pertaining to the extremely colored-noise regime.

Original languageEnglish
Pages (from-to)7-10
Number of pages4
JournalPhysical Review Letters
Volume61
Issue number1
DOIs
Publication statusPublished - 1988
Externally publishedYes

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Fokker-Planck equation
rejection
escape
diffusion coefficient
color
predictions

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Color-induced transition to a nonconventional diffusion regime. / Tsironis, George P.; Grigolini, Paolo.

In: Physical Review Letters, Vol. 61, No. 1, 1988, p. 7-10.

Research output: Contribution to journalArticle

Tsironis, George P. ; Grigolini, Paolo. / Color-induced transition to a nonconventional diffusion regime. In: Physical Review Letters. 1988 ; Vol. 61, No. 1. pp. 7-10.
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