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Valsakumar M.C. — Unstable State Dynamics: Treatment of Colored Noise
Valsakumar M.C. — Unstable State Dynamics: Treatment of Colored Noise

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Название: Unstable State Dynamics: Treatment of Colored Noise

Автор: Valsakumar M.C.


Journal of Statistical Physics, Vol. 39, Nos. 3/4, 1985. p. 347-365.
The diffusion of a particle set near an unstable point in a bistable potential is considered. The scaling theory of fluctuations proposed originally for one-dimensional systems driven by Gaussian white noise is extended to arbitrary dimensions. The merits and drawbacks of the scaling theory are discussed by taking a model problem in one dimension. It is shown in passing that the saddle point approximation enables one to get analytic expressions for various moments of the stochastic process. The two different methods to include asymptotic fluctuations — which are absent in the usual scaling solution-are shown to be equivalent. An alternate way of including asymptotic fluctuations is attempted by solving the associated Fokker-Planck equation using the Fer formula. The reason for the failure of this method is traced. After this, it is argued that the unified scaling theory should be applicable for treatment of colored noise as well, for the scaling assumption is independent of the statistical property of the driving noise. Explicit Monte Carlo simulation of a model one-dimensional system driven by exponentially correlated Gaussian noise is performed and compared with the scaling solution to bolster this point. The agreement is very good.

Язык: en

Рубрика: Физика/

Тип: Статья

Статус предметного указателя: Неизвестно

ed2k: ed2k stats

Год издания: 1985

Количество страниц: 19

Добавлена в каталог: 19.09.2013

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