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Relaxation of an unstable system driven by a colored noise

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Abstract

The scaling solution of an unstable system driven by a Ornstein-Uhlenbeck noise is derived from the two-variable Fokker-Planck equation. A quasiprobability distribution for the joint process (system parameter and noise) is then introduced and the system-size expansion is shown to yield a description of the relaxation process in the entire time domain.

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Authors and Affiliations

  1. Theoretical Physics Division, Bhabha Atomic Research Centre, 400 085, Bombay, India

    A. K. Dhara & S. V. G. Menon

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  1. A. K. Dhara
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  2. S. V. G. Menon
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Dhara, A.K., Menon, S.V.G. Relaxation of an unstable system driven by a colored noise. J Stat Phys 46, 743–751 (1987). https://doi.org/10.1007/BF01013383

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  • DOI: https://doi.org/10.1007/BF01013383

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