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Escape driven by strongly correlated noise
Authors:Peter Hänggi  Peter Jung  Fabio Marchesoni
Institution:(1) University of Augsburg, D-8900 Augsburg, West Germany;(2) Dipartimento di Fisica dell'Universita and Istituto Nazionale di Fisica Nucleare, I-06100 Perugia, Italy
Abstract:We consider the colored-noise-driven archetypal bistability dynamics of the Ginzburg-Landau type. The focus is on the stationary behavior and the problem of escape from metastable states. The deterministic flow of the underlyingtwo-variable Fokker-Planck process is studied as a function of the noise correlation time tau. As a main result we find that the separatrix exhibits a cusp at asymptotically large noise color. The stationary probability is evaluated approximately (unified colored noise approximation) and compared with numerical exact results. The stationary probability forms the key input in the evaluation of the rate of escape. At very strong noise color, the escape path closely follows a nodal line, passing through the corresponding stable node. The asymptotic result for the escape rate at large tau is compared with exact calculations for the lowest, nonvanishing eigenvalue.
Keywords:Nonequilibrium dynamics  colored noise  bistability  escape time
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