Langevin dynamics with dichotomous noise; direct simulation and applications

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 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 nonequilibrium fluctuation induced current in a symmetric periodic potential using asymmetric dichotomous noise and compared to 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.

Accepted in Journal of Statistical Mechanics: Theory and Experiment

References in corpus (11)

• Brownian motors: noisy transport far from equilibrium
• Brownian motors
• Exact microscopic analysis of a thermal Brownian motor
• Self-Consistent Microscopic Model of Fluctuation-Induced Transport
• Properties of resonant activation phenomena
• Energetics of Forced Thermal Ratchet
• Deterministic ratchets: route to diffusive transport
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• Quantum escape kinetics over a fluctuating barrier
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• Noise-induced quantum transport

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