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 - Jan 1 1988

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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