Bistability driven by weakly colored Gaussian noise: The Fokker-Planck boundary layer and mean first-passage times
- 9 November 1987
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 59 (19) , 2129-2132
- https://doi.org/10.1103/physrevlett.59.2129
Abstract
We develop a singular perturbation approach to the problem of first-passage times for non-Markovian processes driven by Gaussian colored noise near the white-noise limit. In particular we treat the problem of overdamped tunneling in a bistable quartic potential in the presence of Gaussian noise of short correlation time τ. The correct treatment of the absorbing boundary yields a lowest-order correction proportional to with a proportionality constant involving the Milne extrapolation length for the Fokker-Planck equation, given in terms of the Riemann ζ function.
Keywords
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