Use and abuse of colored noise
Peter Hänggi
University of Augsburg, Memminger str. 6, Department of Physics,
D-86135 Augsburg, Germany
In recent years much attention has been focused on the effects of the external noise on stationary nonequilibrium nonlinear systems, which do not obey the fluctuation-dissipation theorem.Though such systems had been investigated since the early 1930's, usually within the limit of white noise sources, a growing body of work emerged in recent years that explicitely considers the influence of colored noises with small-to-moderate-to-large correlation times. The need to do so stems from experimental evidences (e.g. dye laser statistics) and novel experimental and theoretical challenges. After reviewing the historical development (e.g. the early achievements by Stratonovitch) I shall survey the most recent theory advances, which are based either on judiciously chosen adiabatic elimination schemes and/or new path integral approximations, see also in [1]. Why is any such progress of immediate relevance? - This is so, because new advances can be applied to timely problems such as complexity in reactive systems and colored-noise induced directed transport in periodic structures, such as in correlation ratchets [2].