INVESTIGADORES
FUENTES REBOLLEDO Miguel Angel
artículos
Título:
Effective Markovian Approximation for Non Gaussian Noises: a Path Integral Approach
Autor/es:
MIGUEL A. FUENTES; HORACIO S. WIO; RAUL TORAL
Revista:
PHYSICA A - STATISTICAL AND THEORETICAL PHYSICS
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Año: 2002 p. 91 - 104
ISSN:
0378-4371
Resumen:
We have analysed diffusion in a double well potential driven by colored non-Gaussian noise. Using a path-integral approach we have obtained a consisted Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the mean first passage time that has been tested against extensive numerical simulation.