A scaling theory of bifurcations in the symmetric weak-noise escape problem

We consider two-dimensional overdamped double-well systems perturbed by white noise. In the weak-noise limit the most probable fluctuational path leading from either point attractor to the separatrix (the most probable escape path, or MPEP) must terminate on the saddle between the two wells. However, as the parameters of a symmetric double-well system are varied, a unique MPEP may bifurcate into two equally likely MPEPs. At the bifurcation point in parameter space, the activation kinetics of the system become non-Arrhenius. We quantify the non-Arrhenius behavior of a system at the bifurcation point, by using the Maslov-WKB method to construct an approximation to the quasistationary probability distribution of the system that is valid in a boundary layer near the separatrix. The approximation is a formal asymptotic solution of the Smoluchowski equation. Our construction relies on a new scaling theory, which yields “critical exponents” describing weak-noise behavior at the bifurcation point, near the saddle.

[1]  Maier,et al.  Effect of focusing and caustics on exit phenomena in systems lacking detailed balance. , 1993, Physical review letters.

[2]  H. Kramers Brownian motion in a field of force and the diffusion model of chemical reactions , 1940 .

[3]  Lars Onsager,et al.  Fluctuations and Irreversible Processes , 1953 .

[4]  M. V. Day,et al.  Recent progress on the small parameter exit problem , 1987 .

[5]  S. Kivelson,et al.  THE PATH DECOMPOSITION EXPANSION AND MULTIDIMENSIONAL TUNNELING , 1985 .

[6]  Stein,et al.  Optimal paths and the prehistory problem for large fluctuations in noise-driven systems. , 1992, Physical review letters.

[7]  Robert S. Maier,et al.  Asymptotic Exit Location Distributions in the Stochastic Exit Problem , 1994 .

[8]  M. Polanyi,et al.  The Theory of Rate Processes , 1942, Nature.

[9]  Vladimiro Mujica,et al.  Dynamics of multidimensional barrier crossing in the overdamped limit , 1991 .

[10]  Joseph B. Keller,et al.  Asymptotic solution of eigenvalue problems , 1960 .

[11]  C. DeWitt-Morette,et al.  Techniques and Applications of Path Integration , 1981 .

[12]  J. Langer Statistical theory of the decay of metastable states , 1969 .

[13]  A. Fisher,et al.  The Theory of critical phenomena , 1992 .

[14]  Joseph B. Keller,et al.  Corrected bohr-sommerfeld quantum conditions for nonseparable systems , 1958 .

[15]  Robert S. Maier,et al.  Limiting Exit Location Distributions in the Stochastic Exit Problem , 1994, SIAM J. Appl. Math..

[16]  Shang‐keng Ma Modern Theory of Critical Phenomena , 1976 .

[17]  Marc Mangel,et al.  Barrier Transitions Driven by Fluctuations, with Applications to Ecology and Evolution , 1994 .

[18]  Jorge V. José,et al.  Chaos in classical and quantum mechanics , 1990 .

[19]  Bray,et al.  Instanton calculation of the escape rate for activation over a potential barrier driven by colored noise. , 1989, Physical review letters.

[20]  V. Maslov,et al.  Semi-Classical Approximation for Non-Relativistic and Relativistic Quantum Mechanical Equations , 1981 .

[21]  Robert S. Maier,et al.  Escape problem for irreversible systems. , 1993, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[22]  H. Jauslin,et al.  Nondifferentiable potentials for nonequilibrium steady states , 1987 .

[23]  Johannes J. Duistermaat,et al.  Oscillatory integrals, lagrange immersions and unfolding of singularities , 1974 .

[24]  C. Caroli,et al.  A WKB treatment of diffusion in a multidimensional bistable potential , 1980 .

[25]  Vadim N. Smelyanskiy,et al.  Observable and hidden singular features of large fluctuations in nonequilibrium systems , 1994 .

[26]  M. Freidlin,et al.  Random Perturbations of Dynamical Systems , 1984 .

[27]  D. Ludwig Persistence of Dynamical Systems under Random Perturbations , 1975 .

[28]  Mark A. Shayman,et al.  A Geometric View of the Matrix Riccati Equation , 1991 .

[29]  R. Littlejohn The Van Vleck formula, Maslov theory, and phase space geometry , 1992 .

[30]  M. Berry Evolution of semiclassical quantum states in phase space , 1979 .

[31]  Mark A. Ratner,et al.  Diffusion theory of multidimensional activated rate processes: The role of anisotropy , 1989 .

[32]  R. Paris The asymptotic behaviour of Pearcey’s integral for complex variables , 1991, Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences.

[33]  Vladimir I. Arnold,et al.  CRITICAL POINTS OF SMOOTH FUNCTIONS AND THEIR NORMAL FORMS , 1975 .

[34]  Peter Talkner,et al.  Mean first passage time and the lifetime of a metastable state , 1987 .

[35]  R. Graham Macroscopic potentials, bifurcations and noise in dissipative systems , 1987 .

[36]  M. Gutzwiller,et al.  Periodic Orbits and Classical Quantization Conditions , 1971 .

[37]  Editors , 1986, Brain Research Bulletin.

[38]  Victor Pavlovich Maslov,et al.  Semi-classical approximation in quantum mechanics , 1981 .

[39]  Bernard J. Matkowsky,et al.  A direct approach to the exit problem , 1990 .

[40]  R. Sénéor,et al.  The Maslov-WKB method for the (an-)harmonic oscillator , 1976 .

[41]  Rolf Landauer,et al.  Motion out of noisy states , 1988 .

[42]  M. V. Berry,et al.  Waves and Thom's theorem , 1976 .