Diffusion in a potential field: Path-integral approach

DOI10.1016/0378-4371(84)90126-2MaRDI QIDQ1082209zbMATH OpenOpenAlexFDO

Authors V. F. Baibuz, V. Yu. Zitserman, Alexander N. Drozdov

Publication date 1984

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4371(84)90126-2

zbMATH Keywords

analytical solutionsdecay of an unstable stateFokker-Planck diffusion problemspath-integral formalismpotential field

Mathematics Subject Classification ID

Diffusion (76R50)

Review text

Within the framework of the path-integral formalism we develop a simple method to solve the Fokker-Planck diffusion problems in a potential field, including the decay of an unstable state. Unlike previous approaches, it yields a unified treatment of all time regimes, and is legitimate for any value of the diffusion coefficient. An attractive feature of our method is that it provides numerical results in regions where there are no analytical solutions. In particular, being valid for an arbitrary shape of the potential, it is very useful for studying a diffusion problem near and in the critical point where the standard treatments break down. Moreover, our method, after a simple transformation, permits to obtain also the first passage times of the process.

Recommendations

• Short first-passage times
• First passage time distribution in an oscillating field
• scientific article; zbMATH DE number 18903
• Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities
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Cites work

• Eigenvalues of the Fokker–Planck Operator and the Approach to Equilibrium for Diffusions in Potential Fields
• scientific article; zbMATH DE number 3737563 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)

Cited in

(13)

• Numerical estimation of the path integral, and the diffusion in an anharmonic oscillator
• A variational approach to stochastic nonlinear problems
• Branch selectivity in a system crossing a bifurcation point: Fokker- Planck equation approach
• Short first-passage times
• Quasilinear approximations for the propagator of the Fokker-Planck equation
• Exponential power series expansion for the propagator of general diffusion processes
• Analytical solution of diffusion probability for a flat potential with a localized sink
• A path integral formulation of the Wright-Fisher process with genic selection
• Determination of the three-dimensional diffusion optimal path
• Diffusion in periodic potential Langevin versus Fokker-Planck equation approach.
• Complex paths for real stochastic processes
• Diffusion in a class of exactly solvable non-harmonic potentials. Intrinsic effects induced by nonlinearities
• Diffusion of a classical particle in a static random potential

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