Colored noise and a characteristic level crossing problem

DOI10.1063/1.532362zbMath0917.70023OpenAlexW2041763661MaRDI QIDQ4213007

Patrick S. Hagan, M. M. Kłosek

Publication date: 7 October 1998

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.532362

zbMATH Keywords

singular perturbationsboundary value problemSmoluchowski equationdouble well potentialmatched asymptoticspotential barriersteady-state probability density functioneffective activation energyexternal Gaussian stationary colored noisehalf-range expansion techniques

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05) Diffusion processes (60J60) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40)

Related Items (4)

Different delays-induced regime shifts in a stochastic insect outbreak dynamics ⋮ Colored noise enhanced stability in a tumor cell growth system under immune response ⋮ Noise-induced optical bistability and state transitions in spin-crossover solids with delayed feedback ⋮ Dynamics of the Firing Probability of Noisy Integrate-and-Fire Neurons

Cites Work

• The distribution of exit times for weakly colored noise
• Half-range completeness for the Fokker-Planck equation. I
• A Direct Approach to the Exit Problem
• On the Fokker-Planck equation with force term
• Colored Noise in Dynamical Systems
• Mean Exit times for Particles Driven by Weakly Colored Noise

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