DAMPED BISTABLE SYSTEM DRIVEN BY COLORED NOISE - A DIGITAL-SIMULATIONSTUDY

We present digital computer simulation results of stochastic different ial equations associated with a damped bistable potential. The mean fi rst passage time (MFPT) and the stationary probability density functio n (SPDF) for the case of a damped bistable potential with white and co lored noise are computed. For the white-noise-driven bistable potentia l, we compute the MFPT and compare it with that of earlier theoretical results. For the colored-noise-driven bistable potential, we compute the SPDF, which compares favorably with already available analog simul ation results. We also compute the MFPT for the colored-noise case. Ou r simulation results are expected to act as a benchmark for comparing future theoretical results of damped stochastic system driven by color ed noise. [S1063-651X(98)03209-7].