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Analytic theory of extrema,II: Application to non-linear oscillators
Authors:V Seshadri  BJ West  K Lindenberg
Institution:Department of Chemistry, University of California, San Diego, La Jolla, California 92093, U.S.A.
Abstract:A simple method is applied that yields analytic results for the mean first passage time and the mean extreme value of Fokker-Planck processes in the asymptotic regime. The extremal properties of lightly damped linear and non-linear oscillators excited by white noise are studied. The agreement of the results of this theory with previous calculations is excellent.
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