First-passage times for a marginal state driven by colored noise


Autoria(s): Ramírez Piscina, Laureano; Sancho, José M.
Contribuinte(s)

Universitat de Barcelona

Data(s)

04/05/2010

Resumo

The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.

Identificador

http://hdl.handle.net/2445/9526

Idioma(s)

eng

Publicador

The American Physical Society

Direitos

(c) The American Physical Society, 1991

info:eu-repo/semantics/openAccess

Palavras-Chave #Fluctuacions (Física) #Soroll #Fluctuations (Physics) #Noise
Tipo

info:eu-repo/semantics/article