Regensburg 2019 – wissenschaftliches Programm

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AKjDPG: Arbeitskreis junge DPG

AKjDPG 3: PhD Focus Session: Theory of Stochastic Processes with Applications in Biology (joint session SOE/BP/DY/AKjDPG)

AKjDPG 3.6: Vortrag

Donnerstag, 4. April 2019, 17:45–18:00, H17

A Brownian particle in a potential is coupled weakly to an external noise with finite autocorrelation time — •Benjamin Walter¹, Gunnar Pruessner¹, and Guillaume Salbreux² — ¹Imperial College London, UK — ²Francis Crick Institute, UK

We study first passage times in non-markovian stochastic dynamics: A Brownian particle in a potential is coupled weakly to an external noise with finite autocorrelation time. Starting from a Darling-Siegert type renewal equation, we develop a perturbative approach to find a controlled expansion for the full moment generating function of the first passage time distribution in powers of the coupling strength. This perturbative scheme can be understood diagrammatically. I illustrate the framework with two analytically solvable models, namely by adding coloured noise to Brownian motion on a ring and to the Ornstein-Uhlenbeck process.