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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 near a noise-induced transition point.
AU - Jackson, P. J.
AU - Lambert, Colin
AU - Mannella, R.
AU - Martano, P.
AU - McClintock, Peter V. E.
AU - Stocks, N. G.
PY - 1989/9
Y1 - 1989/9
N2 - 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.
AB - 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.
U2 - 10.1103/PhysRevA.40.2875
DO - 10.1103/PhysRevA.40.2875
M3 - Journal article
VL - 40
SP - 2875
EP - 2878
JO - Physical review a
JF - Physical review a
SN - 1050-2947
IS - 5
ER -