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

Robert S. Maier, D. L. Stein

Research output: Contribution to journalArticle

84 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1783-1786
Number of pages4
JournalPhysical review letters
Volume71
Issue number12
DOIs
StatePublished - Jan 1 1993

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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