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A new stochastic representation for the decay from a metastable state

Author

Listed:
  • de Pasquale, Ferdinando
  • Mecozzi, Antonio
  • Gorecki, Jerzy
  • Spagnolo, Bernardo

Abstract

We show that a stochastic process on a complex plane can simulate decay from a metastable state. The simplest application of the method to a model in which the approach to equilibrium occurs through transitions over a potential barrier is discussed. The results are compared with direct numerical simulations of the stochastic differential equations describing system's evolution. We have found that the new method is much more efficient from computational point of view than the direct simulations.

Suggested Citation

  • de Pasquale, Ferdinando & Mecozzi, Antonio & Gorecki, Jerzy & Spagnolo, Bernardo, 2002. "A new stochastic representation for the decay from a metastable state," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 315(1), pages 290-298.
    • Handle: RePEc:eee:phsmap:v:315:y:2002:i:1:p:290-298
    DOI: 10.1016/S0378-4371(02)01225-6
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