A transition in a noisy linear system driven by a periodic signal

Moshe Gitterman, George H. Weiss

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

We consider a one-dimension linear random walk between two trapping points in which the transition probabilities vary periodically in time. An earlier analysis of this system showed that the mean time to trapping of a particle in this system exhibits a minimum when considered as a function of frequency. In this note we show that this parameter makes a transition in behavior from a monotonic decrease with increasing amplitude of the periodic term to a monotonic increase with this parameter depending on the frequency. A physical argument is suggested to explain this behavior. Confirmation of this crossover can also be derived from a diffusion model.

Original languageEnglish
Pages (from-to)941-946
Number of pages6
JournalJournal of Statistical Physics
Volume74
Issue number3-4
DOIs
StatePublished - Feb 1994

Keywords

  • Stochastic resonance
  • first passage times

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