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.
Verfasserangaben: | 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 |
Titel des übergeordneten Werks (Englisch): | Journal of physics. Complexity |
Verlag: | IOP Publishing |
Verlagsort: | Bristol |
Publikationstyp: | Wissenschaftlicher Artikel |
Sprache: | Englisch |
Datum der Erstveröffentlichung: | 23.11.2021 |
Erscheinungsjahr: | 2021 |
Datum der Freischaltung: | 08.12.2023 |
Freies Schlagwort / Tag: | correlated noise; diffusion; first passage; non-Gaussian |
Band: | 2 |
Aufsatznummer: | 045012 |
Seitenanzahl: | 24 |
Fördernde 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 |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
Peer Review: | Referiert |
Publikationsweg: | Open Access / Gold Open-Access |
DOAJ gelistet | |
Lizenz (Deutsch): | CC-BY - Namensnennung 4.0 International |