Sliusarenko Oleksii Yu, Gonchar Vsevolod Yu, Chechkin Aleksei V, Sokolov Igor M, Metzler Ralf
Akhiezer Institute for Theoretical Physics, NSC KIPT, Akademicheskaya Str. 1, 61108 Kharkov, Ukraine.
Phys Rev E Stat Nonlin Soft Matter Phys. 2010 Apr;81(4 Pt 1):041119. doi: 10.1103/PhysRevE.81.041119. Epub 2010 Apr 19.
We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive (antipersistent) and superdiffusive (persistent) domains. In particular, we find that the escape becomes increasingly faster for decreasing values of H , consistent with previous findings on the first passage behavior. Approximate analytical calculations are shown to support the numerically observed dependencies.
我们研究了由赫斯特指数0<H<1的分数高斯噪声驱动的测试粒子从势阱中的逃逸情况。通过数值分析，我们证明了从势阱逃逸时间的指数分布，并详细分析了平均逃逸时间对赫斯特指数H和粒子扩散系数D的依赖性。我们观察到亚扩散（反持久）和超扩散（持久）区域的不同行为。特别是，我们发现随着H值的减小，逃逸变得越来越快，这与先前关于首次通过行为的研究结果一致。近似解析计算结果支持了数值观测到的相关性。
