We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time of the noise provides an additional dimension in phase space, a nontrivial probability current, and thus establishes a proper nonequilibrium regime. Furthermore, the finite noise correlation time allows for the study of stick-slip phenomena which show up as a singular component in the stationary probability density. Analytic insight can be provided by application of the unified coloured noise approximation, developed by Jung and Hanggi (Phys. Rev. A 35, 4464 (R) (1987)). The analysis of probability currents and a closer look at power spectral densities underpin the observed stick-slip transitions which are related with a critical value of the noise correlation time.
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