Relaxation times of non-Markovian processes
We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous a...
| Autores: | , , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1987 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/9423 |
| Acceso en línea: | https://hdl.handle.net/2445/9423 |
| Access Level: | acceso abierto |
| Palabra clave: | Fluctuacions (Física) Soroll Processos estocàstics Fluctuations (Physics) Noise Stochastic processes |
| Sumario: | We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous approach for Markovian processes. The theoretical results are shown to be in satisfactory agreement both with experimental data for a cubic bistable system and also with a computer simulation of the Stratonovich model. We comment on the dynamical role of the non-Markovianicity in different situations. |
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