Escape driven by strongly correlated noise |
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Authors: | Peter Hänggi Peter Jung Fabio Marchesoni |
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Affiliation: | (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 |
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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 . 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 is compared with exact calculations for the lowest, nonvanishing eigenvalue. |
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Keywords: | Nonequilibrium dynamics colored noise bistability escape time |
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