Bistability driven by weakly colored Gaussian noise: The Fokker-Planck boundary layer and mean first-passage times

Charles R. Doering, Patrick S. Hagan, and C. David Levermore
Phys. Rev. Lett. 59, 2129 – Published 9 November 1987
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Abstract

We develop a singular perturbation approach to the problem of first-passage times for non-Markovian processes driven by Gaussian colored noise near the white-noise limit. In particular we treat the problem of overdamped tunneling in a bistable quartic potential in the presence of Gaussian noise of short correlation time τ. The correct treatment of the absorbing boundary yields a lowest-order correction proportional to τ1/2 with a proportionality constant involving the Milne extrapolation length for the Fokker-Planck equation, given in terms of the Riemann ζ function.

  • Received 1 June 1987

DOI:https://doi.org/10.1103/PhysRevLett.59.2129

©1987 American Physical Society

Authors & Affiliations

Charles R. Doering and Patrick S. Hagan

  • Center for Nonlinear Studies and Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545

C. David Levermore

  • Lawrence Livermore National Laboratory, Livermore, California 94550

Comments & Replies

Comment on "Bistability Driven by Weakly Colored Gaussian Noise: The Fokker-Planck Boundary Layer and Mean First-Passage Times"

P. Hänggi, P. Jung, and P. Talkner
Phys. Rev. Lett. 60, 2804 (1988)

Doering et al. Reply

C. R. Doering, R. J. Bagley, P. S. Hagan, and C. D. Levermore
Phys. Rev. Lett. 60, 2805 (1988)

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Vol. 59, Iss. 19 — 9 November 1987

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