Optimum paths for systems subject to internal noise

S.J.B. Einchcomb and A.J. McKane

Physica A: Statistical Mechanics and its Applications, 1995, vol. 216, issue 1, 128-139

Abstract: We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by optimum paths which are given by third-order differential equations. In contrast to system subjects to white noise or external coloured noise, the overdamped limit for these systems is singular. We analyse the origin of this behaviour. The whole formalism is generalised to more general noise processes and the essential features are shown to be similar to the exponentially correlated case.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:216:y:1995:i:1:p:128-139

DOI: 10.1016/0378-4371(95)00062-C

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