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arXiv · 1305.6455

Bistable generalised Langevin dynamics driven by correlated noise possessing a long jump distribution: barrier crossing and stochastic resonance

Tomasz Srokowski
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Abstract

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution similar to a Gaussian but tails have a power-law form. Dependence of the mean first passage time on model parameters is discussed. Properties of the stochastic resonance, emerging as a peak in the plot of the spectral amplification against the temperature, are discussed for various sets of the model parameters. The amplification rises with the memory and is largest for the cases corresponding to the large passage time.

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Tomasz Srokowski. 2013-05-28. Bistable generalised Langevin dynamics driven by correlated noise possessing a long jump distribution: barrier crossing and stochastic resonance. https://doi.org/10.1140/epjb%2Fe2013-40196-x

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