Effect of focusing and caustics on exit phenomena in systems lacking detailed balance

Robert S. Maier and D. L. Stein
Phys. Rev. Lett. 71, 1783 – Published 20 September 1993
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Abstract

We study the trajectories followed by a particle weakly perturbed by noise, when escaping from the domain of attraction of a stable fixed point. If the particle’s stationary distribution lacks detailed balance, a focus may occur along the most probable exit path, leading to a breakdown of symmetry (if present). The exit trajectory bifurcates, and the exit location distribution may become ‘‘skewed’’ (non-Gaussian). The weak-noise asymptotics of the mean escape time are also affected. Our methods extend to the study of skewed exit location distributions in stochastic models without symmetry.

  • Received 26 May 1993

DOI:https://doi.org/10.1103/PhysRevLett.71.1783

©1993 American Physical Society

Authors & Affiliations

Robert S. Maier and D. L. Stein

  • Department of Mathematics, University of Arizona, Tucson, Arizona 85721
  • Department of Physics, University of Arizona, Tucson, Arizona 85721

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Vol. 71, Iss. 12 — 20 September 1993

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