ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)


For citation:

Muzychuk O. V. Brownian diffusion in the symmetrical bimodal potential: cumulant approach. Izvestiya VUZ. Applied Nonlinear Dynamics, 2003, vol. 11, iss. 4, pp. 44-50. DOI: 10.18500/0869-6632-2003-11-4-44-50

This is an open access article distributed under the terms of Creative Commons Attribution 4.0 International License (CC-BY 4.0).
Full text PDF(Ru):
(downloads: 0)
Language: 
Russian
Article type: 
Article
UDC: 
538.56:519.25

Brownian diffusion in the symmetrical bimodal potential: cumulant approach

Autors: 
Muzychuk Oleg Vladimirovich, Nizhny Novgorod State University of Architecture
Abstract: 

The relaxation оf one-dimensional Brownian motion’s probability characteristics оf coordinates аt the symmetrical potential profile having two stable states is considered. We used for the analysis cumulant approach based оn breaking the chain оf relaxation equations for moments (or cumulants) of partical’s coordinates by the higher cumulants negligence.

The relaxation of three first cumulants is investigated by numerical way. The dependence оf relaxation times оf mean value and variance оn the noise intensity, potential pit depth, initial conditions are obtained.

Key words: 
Reference: 
  1. Horsthemke W, Lefever R. Noise-Induced Transitions: Theory and Applications in Physics, Chemistry, and Biology. Springer; 1983. 338 p.
  2. Dynkin EB. Markov Processes. Moscow: Fizmatgiz; 1963. 861 p. (in Russian).
  3. Klyatskin VI. Stochastic Equations and Waves in Randomly Inhomogeneous Media. Moscow: Nauka; 1980. 337 p. (in Russian)
  4. Malakhov AN. Time scales overdamped nonlinear Brownian motion in arbitrary potential profiles. Chaos. 1997;7(3):488-504. DOI: 10.1063/1.166220.
  5. Pankratov AL. Time evolution оf averages in dynamical systems driven by noise. Physics Letters А. 1999;255(1-2):17-22. DOI: 10.1016/S0375-9601(99)00164-4.
  6. Gradshteyn IS, Ryzhik IM. Table of Integrals, Series, and Products. Academic Press; 1943.
  7. Malakhov AN. Cumulant Analysis of Non-Gaussian Random Processes and Their Transformations. Moscow: Sov. Radio; 1978. 376 p. (in Russian).
  8. Muzychuk OV. A direct method for numerical analysis of relaxation of the statistical characteristics of brownian motion. Radiophys. Quantum Electron. 1999;42(9):811–818. DOI: 10.1007/BF02676869.
Received: 
31.07.2002
Accepted: 
30.05.2003
Available online: 
29.11.2023
Published: 
31.12.2003