Skip to main content
Log in

Time behaviour of non-linear stochastic processes in the presence of multiplicative noise: From Kramers' to Suzuki's decay

  • Published:
Zeitschrift für Physik B Condensed Matter

Abstract

The diffusional regime of a Brownian particle in a double-well potential in the presence of both additive and multiplicative noise is explored. As a relevant effect of the multiplicative noise, the escape rate from a well is shown to change from the small value of the Kramers theory into the large relaxation rate of the Suzuki regime. It is shown, furthermore, that the time required to get equilibrium in a well after sudden application of multiplicative noise (the activation time) is very much shorter than the Kramers relaxation time. We envisage therefore an operational scheme making available multiplicative noise for a short interval of time (for example using a light pulse) as an efficient tool to get a fast process of escape from a well. These results are obtained by using a continued-fraction algorithm which makes it possible even to successfully deal with the decay of an unstable state at the critical point.

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.

Similar content being viewed by others

References

  1. Caroli, B., Caroli, C., Roulet, B., Saint-James, D.: Physica108 A, 233 (1981)

    Google Scholar 

  2. Kramers, H.A.: Physica7, 284 (1940)

    Google Scholar 

  3. Larson, R.S., Kostin, M.D.: J. Chem. Phys.69, 4821 (1978);72, 392 (1980)

    Google Scholar 

  4. Suzuki, M.: Adv. Chem. Phys.46, 195 (1981)

    Google Scholar 

  5. van Kampen, N.G.: Physica102 A, 489 (1980)

    Google Scholar 

  6. Grigolini, P.: Phys. Lett.84 A, 301 (1981)

    Google Scholar 

  7. Hänggi, P.: Phys. Lett.78 A, 304 (1980)

    Google Scholar 

  8. Fonseca, T., Grigolini, P., Marin, P.: Phys. Lett.88 A, 117 (1982)

    Google Scholar 

  9. Schenzle, A., Brand, H.: Phys. Rev.20 A, 1628 (1979)

    Google Scholar 

  10. Suzuki, M., Kaneko, K., Sasagawa, F.: Prog. Theor. Phys.65, 828 (1981)

    Google Scholar 

  11. Fujisaka, H., Grossmann, S.: Z. Phys. B — Condensed Matter43, 69 (1981)

    Google Scholar 

  12. De Kepper, P., Horsthemke, W.: C.R. Acad. Sci. Paris287 C, 251 (1978)

    Google Scholar 

  13. Mori, H.: Prog. Theor. Phys.33, 423 (1965);34, 399 (1965)

    Google Scholar 

  14. Grigolini, P.: Nuovo Cimento,63 B, 174 (1981)

    Google Scholar 

  15. Dupuis, M.: Prog. Theor. Phys.37, 502 (1967)

    Google Scholar 

  16. Seshadri, V., West, B.J., Lindenberg, K.: Physica107 A, 219 (1981)

    Google Scholar 

  17. De Pasquale, F., Tartaglia, P., Tombesi, P.: Z. Phys. B — Condensed Matter43, 353 (1981)

    Google Scholar 

  18. Haken, H.: Synergetics. 2nd edn. Berlin, Heidelberg, New York: Springer-Verlag 1978

    Google Scholar 

  19. Grigolini, P.: Chem. Phys.38, 389 (1979)

    Google Scholar 

  20. Kaneko, K.: Prog. Theor. Phys.66, 129 (1981)

    Google Scholar 

  21. Titulaer, U.M.: Physica91 A, 321 (1978)

    Google Scholar 

  22. Chaturvedi, S., Shibata, F.: Z. Phys. B — Condensed Matter35, 297 (1979)

    Google Scholar 

  23. Skinner, J.L., Wolynes, P.G.: Physica96 A, 561 (1979)

    Google Scholar 

  24. San Miguel, M., Sancho, J.M.: J. Stat. Phys.22, 5 (1980)

    Google Scholar 

  25. Haken, H.: Handbuch der Physik. Vol.25/2c. Berlin, Heidelberg, New York: Springer (1970)

    Google Scholar 

  26. Knight, P.L., Molander, W.A., Stroud, C.R., Jr.: Phys. Rev.17 A, 1547 (1978); Agarwal, G.S.: Phys. Rev.18 A, 1490 (1978); Arecchi, F.T.: In: Rendiconti della Scuola Internazionale di Fisica Enrico Fermi. Quantum Optics. p. 57. New York: Academic Press 1969

    Google Scholar 

  27. Nordholm, S., Zwanzig, R.: J. Stat. Phys.13, 347 (1975)

    Google Scholar 

  28. Marchesoni, F., Grigolini, P.: Work in progress

  29. Marin, P.: Thesis (1981)

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Faetti, S., Grigolini, P. & Marchesoni, F. Time behaviour of non-linear stochastic processes in the presence of multiplicative noise: From Kramers' to Suzuki's decay. Z. Physik B - Condensed Matter 47, 353–363 (1982). https://doi.org/10.1007/BF01313802

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01313802

Keywords

Navigation