A new stochastic representation for the decay from a metastable state

Ferdinando de Pasquale, Antonio Mecozzi, Jerzy Gorecki and Bernardo Spagnolo

Physica A: Statistical Mechanics and its Applications, 2002, vol. 315, issue 1, 290-298

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.

Keywords: Metastability; Complex stochastic processes (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:315:y:2002:i:1:p:290-298

DOI: 10.1016/S0378-4371(02)01225-6

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