Optimal escape from metastable states driven by non-Gaussian noise
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We investigate escape processes from metastable states that are driven by non-Gaussian noise. Using a path integral approach, we define a weak-noise scaling limit that identifies optimal escape paths as minima of a stochastic action, while retaining the infinite hierarchy of noise cumulants. This enables us to investigate the effect of different noise amplitude distributions. We find generically a reduced effective potential barrier but also fundamental differences, particularly for the limit when the non-Gaussian noise pulses are relatively slow. Here we identify a class of amplitude distributions that can induce a single-jump escape from the potential well. Our results highlight that higher-order noise cumulants crucially influence escape behaviour even in the weak-noise limit.
Authors
Baule, A; Sollich, PCollections
- Applied Mathematics [149]