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Nonstationary Optimal Paths and Tails of Prehistory Probability Density in Multistable Stochastic Systems

The tails of prehistory probability density in nonlinear multistable stochastic systems driven by white Gaussian noise, which has been a subject of recent study, are analyzed by employing the concepts of nonstationary optimal fluctuations. Results of numerical simulations evidence that the prehistory probability density is non-Gaussian and highly asymmetrical that is an essential feature of noise driven fluctuations in nonlinear systems. We show also that in systems with the detail balance the prehistory probability density is the conventional transition probability that obeys the backward Kolmogorov equation.

preprint1997arXivOpen access
B. E. VugmeisterJ. BotinaH. Rabitz
cond-mat.stat-mech
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Open access3 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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B. E. VugmeisterJ. BotinaH. Rabitz

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