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Transition path properties for one-dimensional systems driven by Poisson white noise

Author

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  • Li, Hua
  • Xu, Yong
  • Metzler, Ralf
  • Kurths, Jürgen

Abstract

We present an analytically tractable scheme to solve the mean transition path shape and mean transition path time of one-dimensional stochastic systems driven by Poisson white noise. We obtain the Fokker-Planck operator satisfied by the mean transition path shape. Based on the non-Gaussian property of Poisson white noise, a perturbation technique is introduced to solve the associated Fokker-Planck equation. Moreover, the mean transition path time is derived from the mean transition path shape. We illustrate our approximative theoretical approach with the three paradigmatic potential functions: linear, harmonic ramp, and inverted parabolic potential. Finally, the Forward Fluxing Sampling scheme is applied to numerically verify our approximate theoretical results. We quantify how the Poisson white noise parameters and the potential function affect the symmetry of the mean transition path shape and the mean transition path time.

Suggested Citation

  • Li, Hua & Xu, Yong & Metzler, Ralf & Kurths, Jürgen, 2020. "Transition path properties for one-dimensional systems driven by Poisson white noise," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    • Handle: RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920306895
    DOI: 10.1016/j.chaos.2020.110293
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