Bandrivskyy, A. and Beri, S. and Luchinsky, D. G. and McClintock, Peter V. E. (2003) *Experiments on large fluctuations.* In: IUTAM Symposium on Nonlinear Stochastic Dynamics. Solid Mechanics and Its Applications . Kluwer, Dordrecht, pp. 19-28. ISBN 9789401039857

## Abstract

Noise-induced fluctuations in non-linear systems are studied theoretically and experimentally for finite noise intensity. After reviewing briefly the basis of the Hamiltonian theory of fluctuations, the non-equilibrium distribution is calculated for the whole phase space, and determined numerically for different values of noise intensity. It is found that there are singularities which are shifted with respect to those seen in the zero-noise limit. A corresponding shift in the optimal escape path is observed and discussed. A new technique facilitating ultra-fast Monte Carlo simulation at extremely weak noise intensity is introduced and demonstrated.

Item Type: | Contribution in Book/Report/Proceedings |
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Subjects: | Q Science > QC Physics |

Departments: | Faculty of Science and Technology > Physics |

ID Code: | 10099 |

Deposited By: | Users 810 not found. |

Deposited On: | 04 Jul 2008 09:40 |

Refereed?: | No |

Published?: | Published |

Last Modified: | 03 Nov 2015 00:03 |

Identification Number: | |

URI: | http://eprints.lancs.ac.uk/id/eprint/10099 |

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