External dichotomous noise: The problem of the mean-first-passage time

A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.

First-passage time in a bistable potential with colored noise

A precise digital simulation of a bistable system under the effect of colored noise is carried out. A set of data for the mean first-passage time is obtained. The results are interpreted and compared with presently available theories, which are revisited following a new insight. Discrepancies that have been discussed in the literature are understood within our framework.

Insight toward the first-passage time in a bistable potential with highly colored noise

The exponential coefficient in the first-passage-time problem for a bistable potential with highly colored noise is predicted to be (8/27 by all existing theories. On the other hand, we show herein that all existing numerical evidence seems to indicate that the coefficient is actually larger by about (4/3, i.e., that the numerical factor in the exponent is approximately (32/81. Existing data cover values of ¿V0/D up to ~20, where V0 is the barrier height, ¿ the correlation time of the noise, and D the noise intensity. We provide an explanation for the modified coefficinet, the explanation also being based on existing numerical simulations. Whether the value (8/27 predicted by all large-¿ theories is achieved for even larger values of ¿V0/D is unknown but appears questionable (except perhaps for enormously large, experimentally inaccessible values of this factor) in view of currently available results.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

First-passage-time noninteger moments for some diffusion and dichotomous processes

We calculate noninteger moments ¿tq¿ of first passage time to trapping, at both ends of an interval (0,L), for some diffusion and dichotomous processes. We find the critical behavior of ¿tq¿, as a function of q, for free processes. We also show that the addition of a potential can destroy criticality.

First-passage-time statistics for diffusion processes with an external random force

We present exact equations and expressions for the first-passage-time statistics of dynamical systems that are a combination of a diffusion process and a random external force modeled as dichotomous Markov noise. We prove that the mean first passage time for this system does not show any resonantlike behavior.

Mean first-passage time for system driven by the coin-toss square wave

We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Dynamics of sweeping through an instability: Passage-time statistics for colored noise

A calculation of passage-time statistics is reported for the laser switch-on problem, under the influence of colored noise, when the net gain is continuously swept from below to above threshold. Cases of fast and slow sweeping are considered. In the weak-noise limit, asymptotic results are given for small and large correlation times of the noise. The mean first passage time increases with the correlation time of the noise. This effect is more important for fast sweeping than for slow sweeping.

Passage times for the decay of an unstable state triggered by colored noise

We study the decay of an unstable state in the presence of colored noise by calculating the moment generating function of the passage-time distribution. The problems of the independence of the initial condition in this non-Markovian process and that of nonlinear effects are addressed. Our results are compared with recent analog simulations.

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

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.

First-passage times for non-Markovian processes

First-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-passage times for particular examples.

First-passage times for non-Markovian processes: Correlated impacts on a free process

We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.

First-passage times for non-Markovian processes: Correlated impacts on bound processes

Our previously developed stochastic trajectory analysis technique has been applied to the calculation of first-passage time statistics of bound processes. Explicit results are obtained for linearly bound processes driven by dichotomous fluctuations having exponential and rectangular temporal distributions.

Bistability driven by Gaussian colored noise: First-passage times

Herein we present a calculation of the mean first-passage time for a bistable one-dimensional system driven by Gaussian colored noise of strength D and correlation time ¿c. We obtain quantitative agreement with experimental analog-computer simulations of this system. We disagree with some of the conclusions reached by previous investigators. In particular, we demonstrate that all available approximations that lead to a state-dependent diffusion coefficient lead to the same result for small D¿c.