Publication Type
Journal Article
Publication Date
10-2004
Abstract
We investigate the statistical parity of a class of chaos-generated noises on the escape of strongly damped particles out of a potential well. We show that statistical asymmetry in the chaotic fluctuations can lead to a skewed Maxwell–Boltzmann distribution in the well. Depending on the direction of skew, the Kramers escape rate is enhanced or suppressed accordingly. Based on the Perron–Frobenious equation, we determine an analytical expression for the escape rate’s prefactor that accounts for this effect. Furthermore, our perturbative analysis proves that in the zeroth-order limit, the rate of particle escape converges to the Kramers rate.
Discipline
Management Sciences and Quantitative Methods | Physical Sciences and Mathematics
Research Areas
Quantitative Finance
Publication
Physical Review E
Volume
70
Issue
4
First Page
1
Last Page
4
ISSN
1063-651X
Identifier
10.1103/PhysRevE.70.045203
Citation
CHEW, L. Y.; TING, Hian Ann, Christopher; and LAI, C. H..
Chaos-Induced Escape over a Potential Barrier. (2004). Physical Review E. 70, (4), 1-4. Research Collection Lee Kong Chian School Of Business.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1873
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.
Additional URL
http://doi.org/10.1103/PhysRevE.70.045203
Included in
Management Sciences and Quantitative Methods Commons, Physical Sciences and Mathematics Commons