Jackson, P. J. and Lambert, Colin and Mannella, R. and Martano, P. and McClintock, Peter V. E. and Stocks, N. G. (1989) Relaxation near a noise-induced transition point. Physical Review A, 40 (5). pp. 2875-2878. ISSN 1050-2947
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.
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