Escape Rates in Bistable Systems Induced by Quasi-Monochromatic Noise

Abstract

Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation of the path integral enables mean first passage times and the transition times from one well to the other to be computed. The results and general approach are compared with computer simulations of the process. It is found that the bandwidth parameter, $Γ$, has a critical value above which particle escape is by white-noise-like outbursts, but below which escape is by oscillatory type behaviour.