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Langevin dynamics with dichotomous noise; direct simulation and applications

Debashis Barik·Pulak Kumar Ghosh·Deb Shankar Ray
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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.

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Debashis Barik, Pulak Kumar Ghosh, Deb Shankar Ray. 2006-02-23. Langevin dynamics with dichotomous noise; direct simulation and applications. https://doi.org/10.1088/1742-5468%2F2006%2F03%2Fp03010

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