Open AccessFirst passage dynamics of stochastic motion in heterogeneous media driven by correlated white Gaussian and coloured non-Gaussian noises
Author(s) -
Nicholas Mwilu Mutothya,
Yong Xu,
Yongge Li,
Ralf Metzler,
Nicholas Muthama Mutua
Publication year - 2021
Publication title -
journal of physics. complexity
Language(s) - English
Resource type - Journals
ISSN - 2632-072X
DOI - 10.1088/2632-072x/ac35b5
Subject(s) - gaussian noise , white noise , logarithm , statistical physics , gaussian , first hitting time model , multiplicative function , noise (video) , additive white gaussian noise , exponential function , multiplicative noise , mathematics , diffusion , physics , mathematical analysis , statistics , computer science , quantum mechanics , algorithm , artificial intelligence , signal transfer function , digital signal processing , analog signal , image (mathematics) , computer hardware
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.