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相关论文: The Escape Problem for Irreversible Systems

200 篇论文

The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…

数值分析 · 数学 2012-01-31 Ting Gao , Jinqiao Duan , Xiaofan Li , Renming Song

We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…

数据分析、统计与概率 · 物理学 2008-02-03 D. G. Luchinsky , R. S. Maier , R. Mannella , P. V. E. McClintock , D. L. Stein

We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…

统计力学 · 物理学 2015-06-24 Jörg Lehmann , Peter Reimann , Peter Hänggi

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

统计力学 · 物理学 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

统计金融 · 定量金融 2008-12-22 Jaume Masoliver , Josep Perello

We consider escape from a metastable state of a nonlinear oscillator driven close to triple its eigenfrequency. The oscillator can have three stable states of period-3 vibrations and a zero-amplitude state. Because of the symmetry of…

统计力学 · 物理学 2020-03-03 Yukihiro Tadokoro , Hiroya Tanaka , M. I. Dykman

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

统计力学 · 物理学 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

The mean exit time escaping basin of attraction in the presence of white noise is of practical importance in various scientific fields. In this work, we propose a strategy to control mean exit time of general stochastic dynamical systems to…

机器学习 · 统计学 2023-08-09 Yang Li , Shenglan Yuan , Shengyuan Xu

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

统计力学 · 物理学 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…

统计力学 · 物理学 2024-01-30 Ignacio del Amo , Peter Ditlevsen

We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…

概率论 · 数学 2025-12-16 Wen-Tai Hsu

We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…

统计力学 · 物理学 2015-06-19 Paul H. Dannenberg , John C. Neu , Stephen W. Teitsworth

We study the noise-induced escape process in a prototype dissipative nonequilibrium system, the Ikeda map. In the presence of a chaotic saddle embedded in the basin of attraction of the metastable state, we find the novel phenomenon of a…

混沌动力学 · 物理学 2009-11-10 Suso Kraut , Ulrike Feudel

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

统计力学 · 物理学 2017-10-03 Corentin Herbert , Freddy Bouchet

We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…

统计力学 · 物理学 2015-05-14 Alessandro Fiasconaro , Bernardo Spagnolo

The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…

统计力学 · 物理学 2007-11-22 O. Benichou , R. Voituriez

We review the problem of the noise activated escape from a metastable state in the presence of non-Gaussian noise, and present connections between various theoretical approaches. We also respond to criticism of our work by Tom\'a\v{s}…

介观与纳米尺度物理 · 物理学 2010-02-19 Eugene V. Sukhorukov , Andrew N. Jordan

We study the escape of a chain of coupled units over the barrier of a metastable potential. It is demonstrated that a very weak external driving field with suitably chosen frequency suffices to accomplish speedy escape. The latter requires…

斑图形成与孤子 · 物理学 2015-06-18 D. Hennig , C. Mulhern , A. D. Burbanks , L. Schimansky-Geier

We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…

统计力学 · 物理学 2009-11-10 A. Fiasconaro , D. Valenti , B. Spagnolo

The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…

概率论 · 数学 2017-02-28 Weihua Deng , Xiaochao Wu , Wanli Wang