RELAXATION OF NONLINEAR-SYSTEMS DRIVEN BY COLORED NOISE - AN EXACT RESULT

被引：11
|
作者：
MANNELLA, R
LAMBERT, CJ
STOCKS, NG
MCCLINTOCK, PVE
机构：
[1] UNIV PISA, DEPARTIMENTO FIS, I-56100 PISA, ITALY
[2] UNIV PISA, GRP NAZL STRUTTURA MAT, I-56100 PISA, ITALY
来源：
PHYSICAL REVIEW A | 1990年 / 41卷 / 06期
关键词：
D O I：
10.1103/PhysRevA.41.3016
中图分类号：
O43 [光学];
学科分类号：
070207 ; 0803 ;
摘要：
An exact analytic method of calculating relaxation times of nonlinear systems driven by colored noise, applicable to a range of systems described by separable stochastic differential equations, is presented. Analog experiments and digital simulations performed on a quadratic model are shown to yield results in satisfactory agreement with the theoretical predictions. © 1990 The American Physical Society.
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页码：3016 / 3020
页数：5
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