Skip to main content
Log in

Metastable systems driven by colored noise: The stationary state

  • Short Communications
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

A new perturbation method of finding the stationary distribution function of the formP=Rexp(-φ/D) for a metastable (anharmonic) system driven by exponentially correlated noise is presented. The noise term is modeled by a Langevin equation and the stationary solution of the resultant (2+1)-dimensional Fokker-Planck equation is sought as a series expansion in the anharmonicity parameter around the known harmonic solution valid near the metastable minimum. The series converges for small τ in the leading order of the noise intensityD anywhere within the well. Analytic expressions forφ andR were found for a metastable and a bistable potential. The resultant decay rate is in accordance with previously published results. The method is suitable also for numerical calculations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. P. Jung, P. Hänggi, and F. Marchesoni,Phys. Rev. A 40:5447 (1989).

    Google Scholar 

  2. A. J. Bray and A. J. McKane,Phys. Rev. Lett. 62:493 (1989).

    Google Scholar 

  3. A. J. Bray, A. J. McKane, and T. J. Newman,Phys. Rev. A 41:657 (1990).

    Google Scholar 

  4. R. F. Fox,J. Stat. Phys. 46:1145 (1987).

    Google Scholar 

  5. M. M. Klosek-Dygas, B. J. Matkowsky, and Z. Schuss,SIAM J. Appl. Math. 48:425 (1988).

    Google Scholar 

  6. S. Chandrasekhar,Rev. Mod. Phys. 15:1 (1943).

    Google Scholar 

  7. P. Jung and P. Hänggi,Phys. Rev. A 35:4464 (1987).

    Google Scholar 

  8. B. J. Matkowsky, Z. Schuss, and E. Ben-Jacob,SIAM J. Appl. Math. 42:835 (1982).

    Google Scholar 

  9. P. Hänggi, F. Marchesoni, and P. Grigolini,Z. Phys. B-Condensed Matter 56:333 (1984).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Klik, I. Metastable systems driven by colored noise: The stationary state. J Stat Phys 63, 389–397 (1991). https://doi.org/10.1007/BF01026611

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01026611

Key words

Navigation