Work

First Passage Time Statistics For Systems Driven by Long Range Gaussian Noises

Year: 2002

Type: preprint

Abstract: We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply these to three physical examples. One is the arrival of a free particle at either end of an interval. The second is the decay of a particle from an unstable state. The third is the time for a particle to cross a barrier separating one well from another in a double well potential. In each case a comparison with the first passage time for a particle driven by Gaussian white noise is presented, as is an analysis of the dependence of the first passage time properties on the correlated noise parameters.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.cond-mat/0204389

Authors: Romero, Aldo H., Sancho, J. M., Lindenberg, Katja

Institutions: Pontificia Universidad Católica de Chile, Universitat de Barcelona, University of California San Diego

Language: English

Topic: stochastic dynamics and bifurcation

Subfield: Statistical and Nonlinear Physics

Field: Physics and Astronomy

Domain: Physical Sciences

Open Access status: green

Funders: U.S. Department of Energy, Comisión Interministerial de Ciencia y Tecnología

OpenAlex ID: W1502232671

Cites: 17

Cited by: 1

Related to: 20