Analytical and numerical study of Kramers' exit problem II

Alexander Spivak*, Zeev Schuss

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

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 languageEnglish
Pages (from-to)147-155
Number of pages9
JournalApplied Mathematics E - Notes
Volume3
StatePublished - 2003

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