Abstract
Kramers' exit problem is concerned with noise activated escape from a potential well. In case the noise strength, ε, (temperature measured in units of potential barrier height) is small this becomes a singular perturbation problem. It is shown that actually, most of the probability of the exit points on the separatrix is located at a distance O(ε) from the saddle point and the probability vanishes altogether at the saddle point. The stochastic dynamics of the escaping trajectories, conditioned on not returning to a given critical energy contour, are studied analytically and numerically.
Original language | English |
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Pages (from-to) | 147-155 |
Number of pages | 9 |
Journal | Applied Mathematics E - Notes |
Volume | 3 |
State | Published - 2003 |