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Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces.

ABSTRACT: We provide numerical solutions based on the path integral representation of stochastic processes for non-gradient drift Langevin forces in the presence of noise, to follow the temporal evolution of the probability density function and to compute exit times even for arbitrary noise. We compare the results with theoretical calculations, obtaining excellent agreement in the weak noise limit.This article is part of the theme issue 'Dissipative structures in matter out of equilibrium: from chemistry, photonics and biology (part 2)'.

SUBMITTER: Mora F

PROVIDER: S-EPMC6232605 | biostudies-literature | 2018 Nov

REPOSITORIES: biostudies-literature

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Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift forces.

Mora Fernando F Coullet Pierre P Rica Sergio S Tirapegui Enrique E

Philosophical transactions. Series A, Mathematical, physical, and engineering sciences 20181112 2135

We provide numerical solutions based on the path integral representation of stochastic processes for non-gradient drift Langevin forces in the presence of noise, to follow the temporal evolution of the probability density function and to compute exit times even for arbitrary noise. We compare the results with theoretical calculations, obtaining excellent agreement in the weak noise limit.This article is part of the theme issue 'Dissipative structures in matter out of equilibrium: from chemistry, ...[more]

PMID: 30420549

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