Figure 4: Behaviour dependence on the noise correlation time τ.
From: Stratonovich-to-Itô transition in noisy systems with multiplicative feedback
(a–c) Samples of input noises xt with τ=0.6, 0.2 and 0.1 μs respectively for (a), (b) and (c). (d–f) Average of 1,000 trajectories for various initial conditions with τ=0.6, 0.2 and 0.1 μs respectively for (d), (e) and (f); there is a shift of the equilibrium towards y=0. (g) Diffusion S(y). (h) Drift D(y) (dots), harmonic restoring G(y) (solid line) and G(y)+0.5S′(y) (dashed lines). (i) the ratio between the noise-induced extra-drift ΔD(y) and 0.5S′(y) clearly varies as a function of τ.
