Effective Markovian approximation for non-Gaussian noises: A path integral approach. (English) Zbl 0979.82051
Summary: We have analyzed diffusion in a double well potential driven by a colored non-Gaussian noise. Using a path-integral approach we have obtained a consistent Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the “mean-first-passage-time” that has been tested against extensive numerical simulations.
MSC:
| 82C70 | Transport processes in time-dependent statistical mechanics |
| 82C31 | Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics |
| 60K40 | Other physical applications of random processes |
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