Thermally activated switching in the presence of non-Gaussian noise

Lora Billings; Mark I. Dykman; Ira B. Schwartz

doi:10.1103/PhysRevE.78.051122

Thermally activated switching in the presence of non-Gaussian noise

Lora Billings, Mark I. Dykman, Ira B. Schwartz

Applied Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

Abstract

We study the effect of a non-Gaussian noise on interstate switching activated primarily by Gaussian noise. Even weak non-Gaussian noise can strongly change the switching rate. The effect is determined by all moments of the noise distribution. It is expressed in a closed form in terms of the noise characteristic functional. The analytical results are compared with the results of simulations for an overdamped system driven by white Gaussian noise and a Poisson noise. Switching induced by a purely Poisson noise is also discussed.

Original language	English
Article number	051122
Journal	Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume	78
Issue number	5
DOIs	https://doi.org/10.1103/PhysRevE.78.051122
State	Published - 24 Nov 2008

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10.1103/PhysRevE.78.051122

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AB - We study the effect of a non-Gaussian noise on interstate switching activated primarily by Gaussian noise. Even weak non-Gaussian noise can strongly change the switching rate. The effect is determined by all moments of the noise distribution. It is expressed in a closed form in terms of the noise characteristic functional. The analytical results are compared with the results of simulations for an overdamped system driven by white Gaussian noise and a Poisson noise. Switching induced by a purely Poisson noise is also discussed.

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Thermally activated switching in the presence of non-Gaussian noise

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