Enhancing noise-induced switching times in systems with distributed delays

DOI10.1063/1.5034106zbMATH Open1397.37055arXiv1806.00084OpenAlexW2806851931WikidataQ89363262 ScholiaQ89363262MaRDI QIDQ4583552FDOQ4583552

Ira B. Schwartz, Y. N. Kyrychko

Publication date: 31 August 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Abstract: The paper addresses the problem of calculating the noise-induced switching rates in systems with delay-distributed kernels and Gaussian noise. A general variational formulation for the switching rate is derived for any distribution kernel, and the obtained equations of motion and boundary conditions represent the most probable, or optimal, path, which maximizes the probability of escape. Explicit analytical results for the switching rates for small mean time delays are obtained for the uniform and bi-modal (or two-peak) distributions. They suggest that increasing the width of the distribution leads to an increase in the switching times even for longer values of mean time delays for both examples of the distribution kernel, and the increase is higher in the case of the two-peak distribution. Analytical predictions are compared to the direct numerical simulations, and show excellent agreement between theory and numerical experiment.

Full work available at URL: https://arxiv.org/abs/1806.00084

zbMATH Keywords

large fluctuationsswitching rate

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10)

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