Escape over a potential barrier in the presence of colored noise: Predictions of a local-linearization theory

George P. Tsironis, Paolo Grigolini

Research output: Contribution to journalArticle

34 Citations (Scopus)

Abstract

The projection-operator method is used to find a Fokker-Planck equation with a time-dependent diffusion coefficient. It is shown that this equation is correct under a precise condition of small noise intensity and can be used successfully to study the problem of escape over the potential barrier of a bistable system. An exact expression for the first-passage time for , is found, where is the noise correlation time. It is then shown with a numerical method that the Fokker-Planck equation relying on the assumption of local linearization bridges the exact limit for , and the standard one for =0. Some intriguing aspects of the short- region are discussed.

Original languageEnglish
Pages (from-to)3749-3757
Number of pages9
JournalPhysical Review A
Volume38
Issue number7
DOIs
Publication statusPublished - Jan 1 1988

ASJC Scopus subject areas

  • Atomic and Molecular Physics, and Optics

Fingerprint Dive into the research topics of 'Escape over a potential barrier in the presence of colored noise: Predictions of a local-linearization theory'. Together they form a unique fingerprint.

  • Cite this