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 language | English |
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Pages (from-to) | 3749-3757 |
Number of pages | 9 |
Journal | Physical Review A |
Volume | 38 |
Issue number | 7 |
DOIs | |
Publication status | Published - 1988 |
Externally published | Yes |
ASJC Scopus subject areas
- Atomic and Molecular Physics, and Optics