Relaxation of nonlinear systems driven by colored noise : an exact result.

Mannella, R. and Lambert, Colin and Stocks, N. G. and McClintock, Peter V. E. (1990) Relaxation of nonlinear systems driven by colored noise : an exact result. Physical review a, 421 (6). pp. 3106-3020. ISSN 1050-2947

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Abstract

An exact analytic method of calculating relaxation times of nonlinear systems driven by colored noise, applicable to a range of systems described by separable stochastic differentiable equations, is presented. Analog experiments and digital simulations performed on a quadratic model are shown to yield results in satisfactory agreement with the theoretical prewdictions.