Distribution of Fluctuational Paths in Noise-Driven Systems

Details Distribution of Fluctuational Paths in Noise-Driven Systems Distribution of Fluctuational Paths in Noise-Driven Systems

2008-02-29

arxiv.org/abs/0802.4418v1

Superlatt. Microstruct. 23, 495 (1998)

Physics

Condensed Matter

Statistical Mechanics

A paper written in 1997 for a special issue in honor of Rolf Landauer

Scientific paper

Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the general case of a system driven by colored Gaussian noise, we provide a formulation of the variational problem for optimal paths. We also consider the prehistory problem, which makes it possible to analyze the shape of the distribution of fluctuational paths that arrive at a given state. We obtain, and solve in the limiting case, a set of linear equations for the characteristic width of this distribution.

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