Escape rates over potential barriers: variational principles and the Hamilton–Jacobi equation

Emilio Cortés and Francisco Espinosa

Physica A: Statistical Mechanics and its Applications, 1999, vol. 267, issue 3, 414-433

Abstract: We describe a rigorous formalism to study some extrema statistics problems, like maximum probability events or escape rate processes, by taking into account that the Hamilton–Jacobi equation completes, in a natural way, the required set of boundary conditions of the Euler–Lagrange equation, for this kind of variational problem. We apply this approach to a one-dimensional stochastic process, driven by colored noise, for a double-parabola potential, where we have one stable and one unstable steady states.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:267:y:1999:i:3:p:414-433

DOI: 10.1016/S0378-4371(98)00674-8

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