Optimum paths for systems subject to internal noise

S. J B Einchcomb, A. J. McKane

    Research output: Contribution to journalArticlepeer-review


    We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by optimum paths which are given by third-order differential equations. In contrast to system subjects to white noise or external coloured noise, the overdamped limit for these systems is singular. We analyse the origin of this behaviour. The whole formalism is generalised to more general noise processes and the essential features are shown to be similar to the exponentially correlated case. © 1995.
    Original languageEnglish
    Pages (from-to)128-139
    Number of pages11
    JournalPhysica A: Statistical Mechanics and its Applications
    Issue number1-2
    Publication statusPublished - 1 Jun 1995


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