A new stochastic representation for the decay from a metastable state

We show that a stochastic process on a complex plane can simulate decay from a metastable state. The simplest application of the method to a model in which the approach to equilibrium occurs through transitions over a potential barrier is discussed. The results are compared with direct numerical simulations of the stochastic differential equations describing systemʹs evolution. We have found that the new method is much more efficient from computational point of view than the direct simulations.