Short-time dynamics of noise-induced escape

Slava M. Soskin; Valentin I. Sheka; T. L. Linnik; Riccardo Mannella

doi:10.1117/12.610310

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23 May 2005 Short-time dynamics of noise-induced escape (Invited Paper)

Slava M. Soskin; Valentin I. Sheka; T. L. Linnik; Riccardo Mannella

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Proceedings Volume 5845, Noise in Complex Systems and Stochastic Dynamics III; (2005) https://doi.org/10.1117/12.610310
Event: SPIE Third International Symposium on Fluctuations and Noise, 2005, Austin, Texas, United States

Abstract

We consider by means of the optimal fluctuation method the initial stage of the evolution of the noise-induced escape through various types of boundaries, especially concentrating on two types of the boundary - the wall and the boundary of the basin of attraction. We show in both cases that, if the damping is small enough, then the escape flux evolution possesses a remarkable property: it is it stairs-like i.e. intervals of a nearly constant flux alternate with intervals of a sharply increasing flux. This property is related to the successive increase of the number of turning points in the most probable escape path as time increases. Our results are relevant both for the absorbing and transparent boundaries. The major results of the theory are verified in computer simulations.

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Slava M. Soskin, Valentin I. Sheka, T. L. Linnik, and Riccardo Mannella "Short-time dynamics of noise-induced escape (Invited Paper)", Proc. SPIE 5845, Noise in Complex Systems and Stochastic Dynamics III, (23 May 2005); https://doi.org/10.1117/12.610310

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