The phenomenon of stochastic resonance, i.e. of the enhancement of the response of a noisy dynamical system by the superposition of an external periodic forcing, is studied in the case of diffusion processes with linear drift coefficient and multiplicative noise term. The arising of stochastic resonance is detected by considering the behavior of the probability density function of the first passage time of the process through a given boundary as a response to the introduction of a periodic modulation. Preliminary theoretical results are proved and some examples are studied by employing suitable computational techniques.
A first passage time study of stochastic resonance for a diffusion process with multiplicative noise
GIRAUDO, Maria Teresa
2000-01-01
Abstract
The phenomenon of stochastic resonance, i.e. of the enhancement of the response of a noisy dynamical system by the superposition of an external periodic forcing, is studied in the case of diffusion processes with linear drift coefficient and multiplicative noise term. The arising of stochastic resonance is detected by considering the behavior of the probability density function of the first passage time of the process through a given boundary as a response to the introduction of a periodic modulation. Preliminary theoretical results are proved and some examples are studied by employing suitable computational techniques.
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