Published April 1986 | Version v1
Journal article

A singular perturbation approach to non-Markovian escape rate problems

  • 1. Dept. of Engineering Sciences and Applied Mathematics, Technological Inst., Northwestern Univ., Evanston, IL 60201

Description

The authors employ singular perturbation methods to examine the generalized Langevin equation which describes the dynamics of a Brownian particle in an arbitrary potential force field, acted on by a fluctuating force describing collisions between the Brownian particle and lighter particles comprising a thermal bath. In contrast to models in which the collisions occur instantaneously, and the dynamics are modeled by a Langevin stochastic equation, they consider the situation in which the collisions do not occur instantaneously, so that the process is no longer a Markov process and the generalized Langevin equation must be employed. They compute expressions for the mean exit time of the Brownian particle from the potential well in which it is confined

Additional details

Publishing Information

Journal Title
SIAM J. Appl. Math.
Journal Volume
46
Journal Issue
2
Series
SIAM J. Appl. Math.
Journal Page Range
vp.
ISSN
0036-1399
CODEN
SMJMA

INIS

Country of Publication
United States
Country of Input or Organization
United States
INIS RN
17079755
Subject category
S75: CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND SUPERFLUIDITY;
Descriptors DEI
BROWNIAN MOVEMENT; COLLISIONS; FLUCTUATIONS; LANGEVIN EQUATION; PERTURBATION THEORY; STOCHASTIC PROCESSES; TIME DEPENDENCE
Descriptors DEC
EQUATIONS; VARIATIONS