Oscillatory Survival Probability: Analytical and Numerical Study of a Non-Poissonian Exit Time
DOI10.1137/151004100zbMath1343.60121arXiv1411.6106OpenAlexW2351176355WikidataQ58051978 ScholiaQ58051978MaRDI QIDQ2806426
Zeev Schuss, David Holcman, K. Dao Duc
Publication date: 18 May 2016
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.6106
eigenvalueoscillationFokker-Planck equationlimit cycleneurosciencemean first passage timeWKB asymptoticsexit pointsplanar diffusion process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Neural biology (92C20) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Fokker-Planck equations (35Q84) Boundary value problems for second-order elliptic systems (35J57)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Nonlinear filtering and optimal phase tracking
- Theory and applications of stochastic processes. An analytical approach
- Strong Localized Perturbations of Eigenvalue Problems
- Summing Logarithmic Expansions for Singularly Perturbed Eigenvalue Problems
- Diffusion Across Characteristic Boundaries with Critical Points
- Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics
- Diffusion Across Characteristic Boundaries
- A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
- The Exit Problem for Randomly Perturbed Dynamical Systems
- Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle
- Cycling and skewing of exit measures for planar systems
- The Narrow Escape Problem
- Stochastic Narrow Escape in Molecular and Cellular Biology
- Elements of applied bifurcation theory
This page was built for publication: Oscillatory Survival Probability: Analytical and Numerical Study of a Non-Poissonian Exit Time