TY  - JOUR
A1  - Mutothya, Nicholas Mwilu
A1  - Xu, Yong
A1  - Li, Yongge
A1  - Metzler, Ralf
A1  - Mutua, Nicholas Muthama
T1  - First passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises
T2  - Journal of physics. Complexity
N2  - 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.
KW  - first passage
KW  - diffusion
KW  - non-Gaussian
KW  - correlated noise
Y1  - 2021
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/61642
SN  - 2632-072X
VL  - 2
PB  - IOP Publishing
CY  - Bristol
ER  -