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Stochastic phase portraits of a damped bistable oscillator driven by colored noise

Frank Moss, Peter Hanggi, R. Mannella, and P. V. E. McClintock
Phys. Rev. A 33, 4459(R) – Published 1 June 1986
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Abstract

We present measurements of the stationary, joint statistical densities of velocity and displacement in a three-dimensional system: the damped oscillator with a bistable potential driven by additive, colored noise. Approximate Fokker-Planck theories of such "higher-dimensional" systems are assessed and compared to the measurements. Because of limitations inherent in all present theories and generally available numerical techniques, analog simulators appear to offer the only effective, high-resolution means for obtaining the joint probability densities of d=3 systems.

  • Received 21 February 1986

DOI:https://doi.org/10.1103/PhysRevA.33.4459

©1986 American Physical Society

Authors & Affiliations

Frank Moss

  • Department of Physics, University of Missouri at St. Louis, St. Louis, Missouri 63121

Peter Hanggi

  • Department of Physics, Polytechnic Institute of New York, Brooklyn, New York 11201

R. Mannella and P. V. E. McClintock

  • Department of Physics, University of Lancaster, Lancaster LA1 4YB, United Kingdom

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Vol. 33, Iss. 6 — June 1986

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