A singular perturbation approach to non-Markovian escape rate problems
Creators
- 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