TY - JOUR
T1 - Transition path properties for one-dimensional systems driven by Poisson white noise
AU - Li, Hua
AU - Xu, Yong
AU - Metzler, Ralf
AU - Kurths, Jürgen
N1 - Publisher Copyright:
© 2020 Elsevier Ltd
PY - 2020/12
Y1 - 2020/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85091994135&partnerID=8YFLogxK
U2 - 10.1016/j.chaos.2020.110293
DO - 10.1016/j.chaos.2020.110293
M3 - 文章
AN - SCOPUS:85091994135
SN - 0960-0779
VL - 141
JO - Chaos, Solitons and Fractals
JF - Chaos, Solitons and Fractals
M1 - 110293
ER -