We present a study of the escape time from a metastable state of an overdamped Brownian particle in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise-enhanced stability effect for all the initial unstable states used and for all values of the correlation time c investigated. We can distinguish two dynamical regimes characterized by weak and strong correlated noises, depending on the value of c with respect to the relaxation time of the system.
Fiasconaro, A., Spagnolo, B. (2009). Stability measures in metastable states with Gaussian colored noise. PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS, 80, 041110-1-041110-6 [10.1103/PhysRevE.80.041110].
Stability measures in metastable states with Gaussian colored noise
FIASCONARO, Alessandro;SPAGNOLO, Bernardo
2009-01-01
Abstract
We present a study of the escape time from a metastable state of an overdamped Brownian particle in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise-enhanced stability effect for all the initial unstable states used and for all values of the correlation time c investigated. We can distinguish two dynamical regimes characterized by weak and strong correlated noises, depending on the value of c with respect to the relaxation time of the system.File | Dimensione | Formato | |
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