Mean first passage time (MFPT)
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The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,... more
The expected time of impact, also known as the mean first passage time (MFPT) to reach failure, is a critical metric in the management of natural disasters. The complexity of the dynamics governing natural disasters lead to stochastic... more
The maxima and first-passage-time statistics of Wiener-Einstein processes are evaluated analytically in one, two, and three dimensions. We show that the mean square maximum displacement has the same time dependence as the mean square... more
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation ∂_t ρ = ∂_x[∂_x Uρ] + D∂^2_x ρ^ν, where the potential of the drift, U(x), presents a double-well and D, ν are real parameters. For... more
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,... more
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... more
Your selection(s) could not be saved due to an internal error. Please try again. ... Received 4 January 1988. Revised 3 March 1988. Accepted 25 March 1988. Available online 16 September 2002. Communicated by AP Fordy. ... In this letter... more
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation theta(t)rho=theta(x)[theta(x)Urho]+Dtheta(x)2rho(nu), where the potential of the drift, U(x), presents a double well and D,nu are... more
The steady-state flux resulting from the coupling of two multistate systems is considered. The dynamics of these systems are described (a) as diffusion along a continuous one-dimensional free-energy profile specified by a conformational... more
The study of the noise induced effects on the dynamics of a chain molecule crossing a potential barrier, in the presence of a metastable state, is presented. A two-dimensional stochastic version of the Rouse model for a flexible polymer... more
The diffusion of a Brownian particle is investigated for a class of potentials (soft bistable) which resist conventional techniques. A new method of solution based on supersymmetric quantum mechanics is shown to provide, with minimal... more