Published June 5, 2015 | Version v1
Journal article

Escape from a potential well with a randomly switching boundary

  • 1. Department of Mathematics, University of Utah, Salt Lake City, UT 84112 (United States)

Description

We consider diffusion in a potential well with a boundary that randomly switches between absorbing and reflecting and show how the switching boundary affects the classical escape theory. Using the theory of stochastic hybrid systems, we derive boundary value problems for the mean first passage time and splitting probability and find explicit solutions in terms of the spectral decomposition of the associated differential operator. Further, using a more probabilistic approach, we prove asymptotic formulae for these statistics in the small diffusion limit. In particular, we show that the statistical behavior depends critically on the gradient of the potential near the switching boundary and we derive corrections to Kramers' reaction rate theory. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1751-8113/48/22/225001

Additional details

Publishing Information

Journal Title
Journal of Physics. A, Mathematical and Theoretical (Online)
Journal Volume
48
Journal Issue
22
Journal Page Range
[25 p.]
ISSN
1751-8121

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
47068531
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
BOUNDARY-VALUE PROBLEMS; CORRECTIONS; DIFFUSION; MATHEMATICAL SOLUTIONS; POTENTIALS; PROBABILITY; RANDOMNESS; REACTION KINETICS; STATISTICS; STOCHASTIC PROCESSES
Descriptors DEC
KINETICS; MATHEMATICS