Abstract

The noise-induced escape problem from a stable state is ubiquitous in many branches of mathematics, physics, chemistry, and engineering [1—5]. The problem has been the subject of intense research since the end of the last century when Arrhenius law was first published and most especially after the landmark work of Kramers in 1940 [6]. From a dynamical point of view the escape problem is closely related with the evaluation of the mean exit time (MET) out of an interval of a diffusing particle moving in a potential V(x), under the influence of a heat bath. In many cases the dynamics of the system is governed by the following stochastic differential equation for the position X(t) of the particle,

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