Effective Markovian approximation for non-Gaussian noises: a path integral approach
Effective Markovian approximation for non-Gaussian noises: a path integral approach
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DOI：
10.1016/s0378-4371(01)00435-6
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发表时间：
2002
影响因子：
3.3
通讯作者：
M. Fuentes;H. Wio;R. Toral
中科院分区：
文献类型：
--
作者：
M. Fuentes;H. Wio;R. Toral
本文分析了非高斯有色噪声驱动下双势阱中的扩散。使用路径积分的方法，我们得到了一个一致的马尔可夫近似的初始非马尔可夫问题。这样的近似使我们能够得到分析表达式的“平均第一时间”，已被测试对广泛的数值模拟。
We have analyzed diffusion in a double well potential driven by a colored non-Gaussian noise. Using a path-integral approach we have obtained a consistent Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the “mean-first-passage-time” that has been tested against extensive numerical simulations.