Colored noise and bistable Fokker-Planck equations
- 28 September 1987
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 59 (13), 1381-1384
- https://doi.org/10.1103/PhysRevLett.59.1381
Abstract
The detailed dependence of the smallest nonzero eigenvalue of a bistable periodic Fokker-Planck equation on the external-noise correlation time is determined for the first time numerically to tie down contrasting theoretical predictions. The isospectrality with the Fokker-Planck equation for the metastable system defined by inversion of the bistable potential is proved analytically. This amounts to a generalized supersymmetric transformation between the corresponding non-Hermitean Hamiltonian operators.Keywords
This publication has 14 references indexed in Scilit:
- Bistability driven by Gaussian colored noise: First-passage timesPhysical Review A, 1987
- Steady-state analysis of strongly colored multiplicative noise in a dye laserPhysical Review A, 1987
- Functional-calculus approach to stochastic differential equationsPhysical Review A, 1986
- Escape from a metastable stateJournal of Statistical Physics, 1986
- Bistability driven by colored noise: Theory and experimentPhysical Review A, 1985
- Relaxation time of processes driven by multiplicative noisePhysical Review A, 1984
- Supersymmetry and the Bistable Fokker-Planck EquationPhysical Review Letters, 1984
- A new strong-coupling expansion for quantum field theory based on the Langevin equationNuclear Physics B, 1983
- Finite correlation time effects in nonequilibrium phase transitionsPhysica A: Statistical Mechanics and its Applications, 1983
- Analytical and numerical studies of multiplicative noisePhysical Review A, 1982