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.
Author details: | Nicholas Mwilu MutothyaORCiD, Yong XuORCiD, Yongge Li, Ralf MetzlerORCiDGND, Nicholas Muthama Mutua |
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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 |
DOAJ gelistet | |
License (German): | CC-BY - Namensnennung 4.0 International |