Search results for "mean escape time"
showing 4 items of 4 documents
Analysis of soliton dynamics and noise induced effects on the superconductive lifetime in long Josephson junctions.
2013
The influence of various noise sources on the transient dynamics of long Josephson junctions (LJJ) is investigated in the presence of an oscillating bias current signal and a noise source with Gaussian or non-Gaussian (i.e. Cauchy-Lorentz or Lévy-Smirnov) probability distributions. These systems are computationally analyzed integrating the perturbed Sine-Gordon equation describing the phase evolution. We found evidence of noise induced effects on trends of the mean escape time (MET) from the superconductive metastable state, varying different system parameters, as the bias frequency, noise intensity and junction length. In particular, we find resonant activation (RA) and noise enhanced stab…
Transient dynamics in driven long Josephson junctions.
2013
The switching time from the superconductive metastable state of a long Josephson junction (LJJ)[1] is computationally analyzed in the framework of the perturbed sine-Gordon equation. The model includes an external bias current term and a stochastic noise source, i.e. a Lévy noise term. The effects of this noise on the mean escape time (MET) from the superconductive state are analyzed. The investigation is performed by considering a wide range of values of system parameters and different noise statistics: Gaussian, Cauchy-Lorentz and Lévy-Smirnov[2]. We found evidence of well known noise induced phenomena on the MET behavior, that is the noise enhanced stability (NES) and resonant activation…
Mean Escape Time in a System with Stochastic Volatility
2007
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion is replaced by a random walk in the presence of a cubic nonlinearity. We investigate the statistical properties of the escape time of the returns, from a given interval, as a function of the three parameters of the model. We find that the noise can have a stabilizing effect on the system, as long as the global noise is not too high with respect to the effective potential barr…
Noise phenomena and soliton dynamics in long Josephson junctions
2013
In this work we computationally explore the transient dynamics of a noisy Josephson junction (JJ). Principal purpose is to investigate the behavior of the lifetime of the superconductive state as a function of the system and noise source parameters. The relations between the emerging phenomena and the evolution of the JJ order parameter φ, that is the phase difference between the macroscopic wave functions describing the superconducting condensate in the two electrodes, is deeply investigated. We focus our interest on the switching events from the superconducting metastable state, and in particular on the mean escape time (MET). In the used model, a long JJ can be represented by a string co…