Colored noise and bistable Fokker-Planck equations

Th. Leiber, F. Marchesoni, and H. Risken
Phys. Rev. Lett. 59, 1381 – Published 28 September 1987; Erratum Phys. Rev. Lett. 60, 659 (1988)
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Abstract

The detailed dependence of the smallest nonzero eigenvalue of a bistable periodic Fokker-Planck equation on the external-noise correlation time is determined for the first time numerically to tie down contrasting theoretical predictions. The isospectrality with the Fokker-Planck equation for the metastable system defined by inversion of the bistable potential is proved analytically. This amounts to a generalized supersymmetric transformation between the corresponding non-Hermitean Hamiltonian operators.

  • Received 16 April 1987

DOI:https://doi.org/10.1103/PhysRevLett.59.1381

©1987 American Physical Society

Erratum

Colored Noise and Bistable Fokker-Planck Equations

Th. Leiber, F. Marchesoni, and H. Risken
Phys. Rev. Lett. 60, 659 (1988)

Authors & Affiliations

Th. Leiber, F. Marchesoni, and H. Risken

  • Abteilung für Theoretische Physik, Universität Ulm, D-7900 Ulm, Federal Republic of Germany

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Issue

Vol. 59, Iss. 13 — 28 September 1987

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