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Relaxation near a noise-induced transition point.

Research output: Contribution to journalJournal article


<mark>Journal publication date</mark>09/1989
<mark>Journal</mark>Physical Review A
Issue number5
Number of pages4
Pages (from-to)2875-2878
<mark>Original language</mark>English


The transient behavior of a quadratic model system perturbed by a multiplicative white noise has been investigated. The relaxation time of the system, as a function of the noise intensity D, has been determined by analog experiment and by digital simulation. The results obtained are mutually consistent, but contradict a recent theoretical prediction by H. K. Leung [Phys. Rev. A 37, 1341 (1988)] that there should be a critical slowing down of the system near the value of D for which a noise-induced transition occurs in the probability distribution. The discrepancy is resolved by deriving a new analytic result for the relaxation time, applicable to a range of systems described by separable stochastic differential equations.