2005
DOI: 10.1088/1367-2630/7/1/017
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Thermal activation by power-limited coloured noise

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Cited by 16 publications
(7 citation statements)
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“…The noise correlation time τ c and the variance σ 2 are parameters that can be varied independently. Coloured noise generated by an Ornstein-Uhlenbeck process with this parametrization is referred to as power-limited coloured noise, since the total power of the noise (the integral over the spectral density of the process) is conserved upon varying the noise correlation time (Jung et al 2005). For the numerical generation of exponentially correlated coloured noise we use the integral algorithm proposed by Fox et al (1988), corresponding to a direct numerical generation of the conditional probability distribution of the Ornstein-Uhlenbeck process.…”
Section: (C) Two Coupled Systemsmentioning
confidence: 99%
“…The noise correlation time τ c and the variance σ 2 are parameters that can be varied independently. Coloured noise generated by an Ornstein-Uhlenbeck process with this parametrization is referred to as power-limited coloured noise, since the total power of the noise (the integral over the spectral density of the process) is conserved upon varying the noise correlation time (Jung et al 2005). For the numerical generation of exponentially correlated coloured noise we use the integral algorithm proposed by Fox et al (1988), corresponding to a direct numerical generation of the conditional probability distribution of the Ornstein-Uhlenbeck process.…”
Section: (C) Two Coupled Systemsmentioning
confidence: 99%
“…(15). In this context we mention the studies on colored noise [66,67], which assume random fluctuations whose strength scales with the dynamical time scale τ 0 . These studies presume that τ 0 → 0 yields the white-noise fluctuations with non-vanishing variance.…”
Section: The Stochastic Center Manifold Analysismentioning
confidence: 99%
“…where the parameter s 2 Z D=t is the variance of the process given by its second moment hh 2 i and t is the characteristic correlation time. Two different interpretations of the white noise limit t/0 arise depending on the parametrization of the OU noise (Jung et al 2005). In the first one, the noise intensity D is kept fixed and the effect of noise is studied as the correlation time t is changed; while in the second one, the effects induced by changes in the colour of the fluctuations are explored keeping the variance s 2 constant.…”
Section: Introductionmentioning
confidence: 99%