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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Relaxation times of non-Markovian processes.
AU - Casademunt, J.
AU - Mannella, R.
AU - McClintock, Peter V. E.
PY - 1987/6
Y1 - 1987/6
N2 - We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous approach for Markovian processes. The theoretical results are shown to be in satisfactory agreement both with experimental data for a cubic bistable system and also with a computer simulation of the Stratonovich model. We comment on the dynamical role of the non-Markovianicity in different situations.
AB - We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous approach for Markovian processes. The theoretical results are shown to be in satisfactory agreement both with experimental data for a cubic bistable system and also with a computer simulation of the Stratonovich model. We comment on the dynamical role of the non-Markovianicity in different situations.
U2 - 10.1103/PhysRevA.35.5183
DO - 10.1103/PhysRevA.35.5183
M3 - Journal article
VL - 35
SP - 5183
EP - 5190
JO - Physical review a
JF - Physical review a
SN - 1050-2947
IS - 12
ER -