DISTRIBUTION OF ESCAPE TIMES IN A DRIVEN STOCHASTIC-MODEL

Citation
Jm. Casado et M. Morillo, DISTRIBUTION OF ESCAPE TIMES IN A DRIVEN STOCHASTIC-MODEL, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(2), 1994, pp. 1136-1139
Citations number
9
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
49
Issue
2
Year of publication
1994
Pages
1136 - 1139
Database
ISI
SICI code
1063-651X(1994)49:2<1136:DOETIA>2.0.ZU;2-T
Abstract
We analyze the probability distribution of escape times out of a metas table well for a stochastic model driven by a large-amplitude sinusoid al time-dependent field. The system obeys a Langevin equation which is solved numerically by generating stochastic trajectories, both for a white and for an Ornstein. Uhlenbeck noise. The probability distributi on changes from monomodal to multimodal as the noise strength is incre ased. The average escape time shows a nonmonotonic behavior with the n oise intensity which is associated with the change in the structure of the probability distribution. For a noise with a correlation time muc h longer than the period of the driving field, the resonance effects a re enhanced with respect to the white-noise case.