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 - Atomic, Molecular, and Optical Physics
Volume38
Issue number7
DOIs
Publication statusPublished - 1988
Externally publishedYes

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noise prediction
linearization
escape
Fokker-Planck equation
noise intensity
diffusion coefficient
projection
operators

ASJC Scopus subject areas

  • Physics and Astronomy(all)
  • Atomic and Molecular Physics, and Optics

Cite this

Escape over a potential barrier in the presence of colored noise : Predictions of a local-linearization theory. / Tsironis, George P.; Grigolini, Paolo.

In: Physical Review A - Atomic, Molecular, and Optical Physics, Vol. 38, No. 7, 1988, p. 3749-3757.

Research output: Contribution to journalArticle

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