scholarly journals Exact mean exit time for surface-mediated diffusion

2012 ◽  
Vol 86 (4) ◽  
Author(s):  
J.-F. Rupprecht ◽  
O. Bénichou ◽  
D. S. Grebenkov ◽  
R. Voituriez
Keyword(s):  
2012 ◽  
Vol 52 (supplement) ◽  
pp. S84
Author(s):  
Eiji Yamamoto ◽  
Takuma Akimoto ◽  
Yoshinori Hirano ◽  
Masato Yasui ◽  
Kenji Yasuoka

2000 ◽  
Author(s):  
Lalit Vedula ◽  
N. Sri Namachchivaya

Abstract The dynamics of a shallow arch subjected to small random external and parametric excitation is invegistated in this work. We develop rigorous methods to replace, in some limiting regime, the original higher dimensional system of equations by a simpler, constructive and rational approximation – a low-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional Hamiltonian system. We achieve the model-reduction through stochastic averaging and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results such as mean exit time, stationary probability density function.


2008 ◽  
Vol 08 (03) ◽  
pp. 583-591 ◽  
Author(s):  
ZHIHUI YANG ◽  
JINQIAO DUAN

A dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian Lévy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable Lévy noise case), in terms of the reciprocal of the small noise intensity.


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