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Numerical path integral calculation of the probability function and exit time: an application to non-gradient drift

Fernando Mora1,2, Pierre Coullet2, Sergio Rica1

  • 1Facultad de Ingeniería y Ciencias and UAI Physics Center, Universidad Adolfo Ibáñez, Santiago, Chile.

Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences
|November 14, 2018
PubMed

Keywords:
mean first passage timenonlinear physicspath integral methodstochastic processtransitions induced by noise

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