Colored noise in activated rate processes

M. M. Klosek-Dygas*, Bernard J Matkowsky, Z. Schuss

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

We consider bistable systems driven by stationary wideband Gaussian colored noise. We construct uniform asymptotic expansions of the stationary probability density function and of the activation rate, for small intensity ε and short correlation time τ of the noise. We find that for different values of the total power output ε/τ of the noise, different terms in the asymptotic expansions become dominant. For τ≪ε we recover previously derived results, while for τ=O(ε) and ε≪τ new results are obtained.

Original languageEnglish (US)
Pages (from-to)1309-1320
Number of pages12
JournalJournal of Statistical Physics
Volume54
Issue number5-6
DOIs
StatePublished - Mar 1 1989

Keywords

  • Colored noise
  • activated rate processes
  • bistable dynamics
  • first passage time
  • singular perturbation

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

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