Abstract

We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak noise approximation. The saddle-point solution of the functional integral is given by a diluted gas of instantons and anti-instantons, similar to the additive noise problem. However, in this case, the integration over fluctuations is more involved. We introduce a local time reparametrization that allows its computation in the form of usual Gaussian integrals. We found corrections to the Kramers escape rate produced by the diffusion function which governs the state-dependent diffusion for arbitrary values of the stochastic prescription parameter. Theoretical results are confirmed through numerical simulations.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call