Langevin dynamics with dichotomous noise; direct simulation and applications

Details Langevin dynamics with dichotomous noise; direct simulation and applications Langevin dynamics with dichotomous noise; direct simulation and applications

2006-02-23

arxiv.org/abs/cond-mat/0602556v1

J. Stat. Mech. (2006) P03010

Physics

Condensed Matter

Statistical Mechanics

Accepted in Journal of Statistical Mechanics: Theory and Experiment

Scientific paper

10.1088/1742-5468/2006/03/P03010

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.

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