Nonstationary Optimal Paths and Tails of Prehistory Probability Density in Multistable Stochastic Systems

Abstract

The tails of prehistory probability density in nonlinear multistable stochastic systems driven by white Gaussian noise, which has been a subject of recent study, are analyzed by employing the concepts of nonstationary optimal fluctuations. Results of numerical simulations evidence that the prehistory probability density is non-Gaussian and highly asymmetrical that is an essential feature of noise driven fluctuations in nonlinear systems. We show also that in systems with the detail balance the prehistory probability density is the conventional transition probability that obeys the backward Kolmogorov equation.

RevTeX, 16 pages (incl. figures), http://www.princeton.edu/~jbotina To appear in Phys. Rev. E, Vol. 55, No. 5 (1997)

References in corpus (3)

• A Scaling Theory of Bifurcations in the Symmetric Weak-Noise Escape Problem
• The Effect of Focusing and Caustics on Exit Phenomena in Systems Lacking Detailed Balance
• Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle

Cited by in corpus (5)

• Switching path distribution in multi-dimensional systems
• Large fluctuations in multi-attractor systems and the generalized Kramers problem
• Large rare fluctuations in systems with delayed dissipation
• Most probable transition path in an overdamped system for a finite transition time
• Nonlocality of relaxation rates in disordered landscapes