Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces

DOI10.1098/rsta.2018.0027zbMath1425.82014OpenAlexW2900954291WikidataQ93016266 ScholiaQ93016266MaRDI QIDQ5243424

Sergio Rica, Fernando Mora, Enrique Tirapegui, Pierre H. Coullet

Publication date: 18 November 2019

Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6232605

zbMATH Keywords

path integral methodstochastic processnonlinear physicsmean first passage timetransitions induced by noise

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Finite coarse-graining and Chapman-Kolmogorov equation in conservative dynamical systems
• A transformed path integral approach for solution of the Fokker-Planck equation
• The Fokker-Planck equation. Methods of solutions and applications.
• Master-equation approach to deterministic chaos
• Functional integral for parabolic differential equations
• Fluctuations in Nonequilibrium Systems
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Stochastic differential equations. An introduction with applications.

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