6533b7d9fe1ef96bd126c133
RESEARCH PRODUCT
A new stochastic representation for the decay from a metastable state
Antonio MecozziJerzy GoreckiJerzy GoreckiBernardo SpagnoloFerdinando De Pasqualesubject
Statistics and ProbabilityStochastic partial differential equationGeometric Brownian motionStochastic differential equationContinuous-time stochastic processQuantum stochastic calculusStochastic processLocal timeDiscrete-time stochastic processStatistical physicsCondensed Matter PhysicsMathematicsdescription
Abstract We show that a stochastic process on a complex plane can simulate decay from a metastable state. The simplest application of the method to a model in which the approach to equilibrium occurs through transitions over a potential barrier is discussed. The results are compared with direct numerical simulations of the stochastic differential equations describing system's evolution. We have found that the new method is much more efficient from computational point of view than the direct simulations.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2002-11-01 | Physica A: Statistical Mechanics and its Applications |