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Exactly solvable model with an absorbing state and multiplicative colored Gaussian noise.

作者信息

Denisov S I, Horsthemke Werner

机构信息

Department of Mechanics and Mathematics, Sumy State University, 2, Rimskiy-Korsakov Street, 40007 Sumy, Ukraine.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Jun;65(6 Pt 1):061109. doi: 10.1103/PhysRevE.65.061109. Epub 2002 Jun 21.

DOI:10.1103/PhysRevE.65.061109
PMID:12188705
Abstract

We study the temporal evolution of a system that has an absorbing state and that is driven by colored Gaussian noise, whose amplitude depends on the system state x as x. Exact, analytical expressions for the probability density functions of the system and of the absorption time are derived. We also calculate numerical characteristics of the probability density functions, namely, the fractional moments of the system and the mean absorption time, and analyze the role of the functional form of the noise correlation function.

摘要

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