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Relaxation of an unstable system driven by a colored noise

Journal Article · · J. Stat. Phys.; (United States)
DOI:https://doi.org/10.1007/BF01013383· OSTI ID:6194589
The scaling solution of an unstable system driven by a Ornstein-Uhlenbeck noise is derived from the two-variable Fokker-Planck equation. A quasiprobability distribution for the joint process (system parameter and noise) is then introduced and the system-size expansion is shown to yield a description of the relaxation process in the entire time domain.
Research Organization:
Bhabha Atomic Research Centre, Bombay, India
OSTI ID:
6194589
Journal Information:
J. Stat. Phys.; (United States), Journal Name: J. Stat. Phys.; (United States) Vol. 46:3/4; ISSN JSTPB
Country of Publication:
United States
Language:
English