Physical Review E · 2009 · 101 citations · 48 references
EngineeringPhysicsDynamical SystemsStochastic ProcessesSystem DynamicsBrownian MotionDissipative SystemsFirst Passage TimesMetastable PhasesStochastic Differential EquationsStochastic StabilityBrownian DynamicsColored NoiseEscapeMetastable StatesOrnstein-uhlenbeck ModelsOrnstein-uhlenbeck ProcessesStability Under NoiseWhite Noise
We present a study of the escape time from a metastable state of an overdamped Brownian particle in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise-enhanced stability effect for all the initial unstable states used and for all values of the correlation time tau(c) investigated. We can distinguish two dynamical regimes characterized by weak and strong correlated noises, depending on the value of tau(c) with respect to the relaxation time of the system.
48
Reaction-rate theory: fifty years after Kramers
Peter Hänggi, Peter Talkner, Michal Borkovec · Reviews of Modern Physics · 1990 · 6.2K citations · Full text
Natural Sciences, Chemistry, Physics +15
Predictability: a way to characterize complexity
G. Boffetta · Physics Reports · 2002 · 390 citations · Full text
J. E. Hirsch, Bernardo A. Huberman, D. J. Scalapino · Physical review. A, General physics · 1982 · 358 citations
Noise Enhanced Stability in an Unstable System
Rosario N. Mantegna, Bernardo Spagnolo · Physical Review Letters · 1996 · 310 citations