Escape from a potential well with a randomly switching boundary
Creators
- 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/10.1088/1751-8113/48/22/225001Additional details
Identifiers
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