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Relaxation of nonlinear systems driven by colored noise : an exact result.

Research output: Contribution to journalJournal article


Journal publication date1990
JournalPhysical Review A
Journal number6
Number of pages87
Original languageEnglish


An exact analytic method of calculating relaxation times of nonlinear systems driven by colored noise, applicable to a range of systems described by separable stochastic differentiable equations, is presented. Analog experiments and digital simulations performed on a quadratic model are shown to yield results in satisfactory agreement with the theoretical prewdictions.