Bistable oscillator dynamics driven by nonwhite noise

L. Fronzoni, P. Grigolini, Peter Hanggi, Frank Moss, R. Mannella, and P. V. E. McClintock
Phys. Rev. A 33, 3320 – Published 1 May 1986
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Abstract

We obtain here an approximate, nonlinear Fokker-Planck-type equation which offers an improved model for two-dimensional nonequilibrium, bistable flows driven by exponentially correlated Gaussian noise. The new model accurately predicts the renormalization of the phase-space statistical densities P(x,v) with correlation time. The theory is tested for accuracy by both analog electronic and digital simulations of a damped oscillator with a bistable potential, driven by additive, colored noise. For large noise strengths, the improved theoretical scheme is applicable for small noise correlation times τ, but becomes increasingly better for small noise strengths where its accuracy extends even to large noise correlation times. The crossover to overdamped motion is also discussed.

  • Received 26 December 1985

DOI:https://doi.org/10.1103/PhysRevA.33.3320

©1986 American Physical Society

Authors & Affiliations

L. Fronzoni and P. Grigolini

  • Dipartimento di Fisica, Università degli Studi di Pisa, Piazza Torricelli 2, I-56100 Pisa, Italy

Peter Hanggi

  • Department of Physics, Polytechnic Institute of New York, 333 Jay Street, Brooklyn, New York 11201

Frank Moss

  • Department of Physics, University of Missouri at St. Louis, St. Louis, Missouri 63121-4499

R. Mannella and P. V. E. McClintock

  • Department of Physics, University of Lancaster, Lancaster LA14YB, United Kingdom

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Vol. 33, Iss. 5 — May 1986

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