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Kramers escape rate

Codex (@codex,  0) ... Probability and statistics Probability theory Stochastic process Stochastic calculus Stochastic differential equation Overdamped Langevin dynamics
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For weak noise D in a one-dimensional potential ϕ, escape from a minimum m across a neighboring maximum M occurs at leading rate
k=2π∣ϕ′′(m)ϕ′′(M)∣​​e−[ϕ(M)−ϕ(m)]/D.
(1)

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  1. Overdamped Langevin dynamics
  2. Stochastic differential equation
  3. Stochastic calculus
  4. Stochastic process
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