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.

First-passage times for non-Markovian processes: Multivalued noise

A new method for the calculation of first-passage times for non-Markovian processes is presented. In addition to the general formalism, some familiar examples are worked out in detail.

Absorbing boundary conditions for inertial processos

A recent paper by J. Heinrichs [Phys. Rev. E 48, 2397 (1993)] presents analytic expressions for the first-passage times and the survival probability for a particle moving in a field of random correlated forces. We believe that the analysis there is flawed due to an improper use of boundary conditions. We compare that result, in the white noise limit, with the known exact expression of the mean exit time.

Bistability driven by dichotomous noise

We consider mean-first-passage times and transition rates in bistable systems driven by dichotomous colored noise. We carry out an asymptotic expansion for short correlation times ¿c of the colored noise and find results that differ from those reported earlier. In particular, to retain corrections to O(¿c) we find that it is necessary to retain up to four derivatives of the potential function. We compare our asymptotic results to existing ones and also to exact ones obtained from numerical integration.

Properties of resonant activation phenomena

The phenomenon of resonant activation of a Brownian particle over a fluctuating barrier is revisited. We discuss the important distinctions between barriers that can fluctuate among up and down configurations, and barriers that are always up but that can fluctuate among different heights. A resonance as a function of the barrier fluctuation rate is found in both cases, but the nature and physical description of these resonances is quite distinct. The nature of the resonances, the physical basis for the resonant behavior, and the importance of boundary conditions are discussed in some detail. We obtain analytic expressions for the escape time over the barrier that explicitly capture the minima as a function of the barrier fluctuation rate, and show that our analytic results are in excellent agreement with numerical results.

Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Bistability driven by dichotomous noise: A comment

Two recently reported treatments [J. M. Porrà et al., Phys. Rev. A 44, 4866 (1991) and I. L¿Heureux and R. Kapral, J. Chem. Phys. 88, 7468 (1988)] of the problem of bistability driven by dichotomous colored noise with a small correlation time are brought into agreement with each other and with the exact numerical results of L¿Heureux and Kapral [J. Chem. Phys. 90, 2453 (1989)].

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.

Thermal resonance in signal transmission

We use temperature tuning to control signal propagation in simple one-dimensional arrays of masses connected by hard anharmonic springs and with no local potentials. In our numerical model a sustained signal is applied at one site of a chain immersed in a thermal environment and the signal-to-noise ratio is measured at each oscillator. We show that raising the temperature can lead to enhanced signal propagation along the chain, resulting in thermal resonance effects akin to the resonance observed in arrays of bistable systems.