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Experiments on large fluctuations

Research output: Contribution in Book/Report/ProceedingsChapter

Publication date2003
Host publicationIUTAM Symposium on Nonlinear Stochastic Dynamics: Proceedings of the IUTAM Symposium held in Monticello, IL, USA, 26-30 August 2002
EditorsN. Sri Namachchivaya, Y. K. Lin
Place of PublicationDordrecht
Number of pages10
ISBN (Electronic)9789401001793
ISBN (Print)9789401039857
<mark>Original language</mark>English

Publication series

NameSolid Mechanics and Its Applications
ISSN (Print)0925-0042


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.