The Exit Distribution on the Stochastic Separatrix in Kramers' Exit Problem

DOI10.1137/S0036139999359057zbMath1007.60056MaRDI QIDQ3149820

Alexander Spivak, Zeev Schuss

Publication date: 29 September 2002

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsfirst passage timeexit problemLangevin's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of functional analysis in statistical physics (46N55)

Related Items (4)

Curl flux induced drift in stochastic differential equations in the zero-mass limit ⋮ The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem ⋮ Modeling bursting in neuronal networks using facilitation-depression and afterhyperpolarization ⋮ An efficient approach to obtaining the exit location distribution and the mean first passage time based on the GCM method

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