𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Mean first-passage time of multi-dimension stochastic dynamical system

✍ Scribed by Feng, C-Z; Duan, W-L


Book ID
121580745
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
435 KB
Volume
88
Category
Article
ISSN
0019-5480

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Colored multiplicative and additive non-
✍ Gurupada Goswami; Pradip Majee; Pulak Kumar Ghosh; Bidhan Chandra Bag πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 239 KB

We have studied the barrier crossing dynamics in presence of non-Gaussian noises. It has been observed that multiplicative colored non-Gaussian noise can induce resonant activation (RA). The conspicuous dependence of mean first passage time (MFPT) on correlation time (t 2 ) of additive colored noise

An improved algorithm for the estimation
✍ M. SeeΞ²elberg; F. Petruccione πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 723 KB

We investigate the estimation of the mean first passage time of a stochastic differential equation by numerical methods. In order to determine the mean first passage time correctly, one needs a numerical procedure to generate trajectories which converge in the mean square limit to exact solutions of