Kramers' rate for systems with multiplicative noise

Kramers' rate for the passage of trajectories X(t) over an energy barrier due to thermal or other fluctuations is usually associated with additive noise. We present a generalization of Kramers' rate for systems with multiplicative noise. We show that the expression commonly used in the lit...

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Bibliographic Details
Published in:Physical review. E 2016-07, Vol.94 (1-1), p.012101-012101, Article 012101
Main Authors: Rosas, Alexandre, Pinto, Italo'Ivo Lima Dias, Lindenberg, Katja
Format: Article
Language:English
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Summary:Kramers' rate for the passage of trajectories X(t) over an energy barrier due to thermal or other fluctuations is usually associated with additive noise. We present a generalization of Kramers' rate for systems with multiplicative noise. We show that the expression commonly used in the literature for multiplicative noise is not correct, and we present results of numerical integrations of the Langevin equation for dX(t)/dt evolving in a quartic bistable potential which corroborate our claim.
ISSN:2470-0045
2470-0053
DOI:10.1103/PhysRevE.94.012101