Abstract

The time-dependent problem of multidimensional Fokker-Planck equations (FPE), satisfying potential conditions, is solved in the weak noise limit. For the relaxation from an intrinsically unstable state to the metastable state, the author applies the theory of the Omega expansion of the Green function and reveals the possibility of dimensional reduction. From a metastable state to the stationary state, the time-dependent problem of the FPE is reduced to linear master equations. The first passage times are given explicitly.

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