| Autor: |
Ivan L'Heureux, André Longtin, Steve Guillouzic |
| Rok vydání: |
1999 |
| Předmět: |
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| Zdroj: |
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. 61(5A) |
| ISSN: |
1063-651X |
| Popis: |
A Fokker-Planck formulation of systems described by stochastic delay differential equations has been recently proposed. A separation of time scales approximation allowing this Fokker-Planck equation to be simplified in the case of multistable systems is hereby introduced, and applied to a system consisting of a particle coupled to a delayed quartic potential. In that approximation, population numbers in each well obey a phenomenological rate law. The corresponding transition rate is expressed in terms of the noise variance and the steady-state probability density. The same type of expression is also obtained for the mean first passage time from a given point to another one. The steady-state probability density appearing in these formulas is determined both from simulations and from a small delay expansion. The results support the validity of the separation of time scales approximation. However, the results obtained using a numerically determined steady-state probability are more accurate than those obtained using the small delay expansion, thereby stressing the high sensitivity of the transition rate and mean first passage time to the shape of the steady-state probability density. Simulation results also indicate that the transition rate and the mean first passage time both follow Arrhenius' law when the noise variance is small, even if the delay is large. Finally, deterministic unbounded solutions are found to coexist with the bounded ones. In the presence of noise, the transition rate from bounded to unbounded solutions increases with the delay. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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