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Generalization of barrier crossing rate for coloured non Gaussian noise driven open systems

机译:有色非高斯噪声驱动的开放系统的障碍穿越率一般化

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We have calculated the escape rate from a metastable of an open system driven by coloured non Gaussian and Gaussian thermal noise sources using the Fokker-Planck description of the stochastic process. We find that (i) the barrier crossing rate has a non-monotonic behaviour with the maximum as a function of the parameter of non-Gaussianity of the noise source; (ii) the crossing rate decreases rapidly for non Gaussian (NG) noise compared to Gaussian (G) with increasing noise correlation time; (iii) the crossing rate for NG noise reaches the limiting value before G noise. To check the validity of our approximate theoretical result we compared it with the numerical simulations and found a good agreement. Finally, we have checked that our general expression reduces to the standard Kramers’ formula at an appropriate limit.
机译:我们使用随机过程的Fokker-Planck描述,从有色非高斯和高斯热噪声源驱动的开放系统的亚稳态计算出逃逸率。我们发现(i)障碍穿越率具有非单调性,其最大值取决于噪声源的非高斯性参数; (ii)与高斯(G)相比,非高斯(NG)噪声的穿越速率随着噪声相关时间的增加而迅速降低; (iii)NG噪声的穿越率达到G噪声之前的极限值。为了检验我们近似理论结果的有效性,我们将其与数值模拟进行了比较,并找到了很好的一致性。最后,我们检查了通用表达式是否在适当的范围内简化为标准的Kramers公式。

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