Effect of focusing and caustics on exit phenomena in systems lacking detailed balance

Abstract

We study the trajectories followed by a particle weakly perturbed by noise, when escaping from the domain of attraction of a stable fixed point. If the particle’s stationary distribution lacks detailed balance, a focus may occur along the most probable exit path, leading to a breakdown of symmetry (if present). The exit trajectory bifurcates, and the exit location distribution may become ‘‘skewed’’ (non-Gaussian). The weak-noise asymptotics of the mean escape time are also affected. Our methods extend to the study of skewed exit location distributions in stochastic models without symmetry.