Langevin dynamics with dichotomous noise; direct simulation and applications

Barik, Debashis ; Ghosh, Pulak Kumar ; Ray, Deb Shankar (2006) Langevin dynamics with dichotomous noise; direct simulation and applications Journal of Statistical Mechanics: Theory and Experiment, 2006 (3). 03010-03010. ISSN 1742-5468

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Official URL: http://iopscience.iop.org/1742-5468/2006/03/P03010

Related URL: http://dx.doi.org/10.1088/1742-5468/2006/03/P03010

Abstract

We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on a Fokker-Planck description. We present a method for direct numerical simulation of dichotomous noise to solve the Langevin equation. The method is applied to calculate the nonequilibrium fluctuation induced current in a symmetric periodic potential using asymmetric dichotomous noise and compared to a Fokker-Planck-master equation based algorithm for a range of parameter values. Our second application concerns the study of resonant activation over a fluctuating barrier.

Item Type:Article
Source:Copyright of this article belongs to Institute of Physics.
Keywords:Transport Properties (theory); Dynamical Processes (theory); Stochastic Processes (theory); Molecular Motors (theory)
ID Code:59123
Deposited On:03 Sep 2011 12:02
Last Modified:18 May 2016 09:48

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