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First passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises

  • We study the first passage dynamics for a diffusing particle experiencing a spatially varying diffusion coefficient while driven by correlated additive Gaussian white noise and multiplicative coloured non-Gaussian noise. We consider three functional forms for position dependence of the diffusion coefficient: power-law, exponential, and logarithmic. The coloured non-Gaussian noise is distributed according to Tsallis' q-distribution. Tracks of the non-Markovian systems are numerically simulated by using the fourth-order Runge-Kutta algorithm and the first passage times (FPTs) are recorded. The FPT density is determined along with the mean FPT (MFPT). Effects of the noise intensity and self-correlation of the multiplicative noise, the intensity of the additive noise, the cross-correlation strength, and the non-extensivity parameter on the MFPT are discussed.

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Author details:Nicholas Mwilu MutothyaORCiD, Yong XuORCiD, Yongge Li, Ralf MetzlerORCiDGND, Nicholas Muthama Mutua
DOI:https://doi.org/10.1088/2632-072X/ac35b5
ISSN:2632-072X
Title of parent work (English):Journal of physics. Complexity
Publisher:IOP Publishing
Place of publishing:Bristol
Publication type:Article
Language:English
Date of first publication:2021/11/23
Publication year:2021
Release date:2023/12/08
Tag:correlated noise; diffusion; first passage; non-Gaussian
Volume:2
Article number:045012
Number of pages:24
Funding institution:Foundation for Polish Science (Fundacja na rzecz Nauki Polskiej, FNP) within an Alexander von Humboldt Polish Honorary Research Scholarship; German Science Foundation (DFG)German Research Foundation (DFG) [ME 1535/12-1]; National Natural Science Foundation of ChinaNational Natural Science Foundation of China (NSFC) [12072264, 11902118]; Key International (Regional) Joint Research Program of NSF of China [12120101002]; Research Funds for Interdisciplinary Subject of Northwestern PolytechnicalUniversity, Shaanxi ProvincialKeyR D Program [2020KW-013, 2019TD-010]; Foundation of Key Laboratory of Structural Mechanics and Intelligent Materials of Hebei Province
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
Publishing method:Open Access / Gold Open-Access
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License (German):License LogoCC-BY - Namensnennung 4.0 International
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