Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces
| Autor: | Pierre Coullet, Fernando Mora, Sergio Rica, Enrique Tirapegui |
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| Rok vydání: | 2018 |
| Předmět: |
Stochastic process
Computer science General Mathematics General Engineering Representation (systemics) General Physics and Astronomy Probability density function Articles 010103 numerical & computational mathematics 01 natural sciences 010101 applied mathematics Noise Nonlinear physics Path integral formulation Statistical physics 0101 mathematics |
| Zdroj: | Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 376:20180027 |
| ISSN: | 1471-2962 1364-503X |
| Popis: | We provide numerical solutions based on the path integral representation of stochastic processes for non-gradient drift Langevin forces in the presence of noise, to follow the temporal evolution of the probability density function and to compute exit times even for arbitrary noise. We compare the results with theoretical calculations, obtaining excellent agreement in the weak noise limit. This article is part of the theme issue ‘Dissipative structures in matter out of equilibrium: from chemistry, photonics and biology (part 2)’. |
| Databáze: | OpenAIRE |
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