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

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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

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Brownian diffusion in the symmetrical bimodal potential: cumulant approach

Muzychuk Oleg Vladimirovich, Nizhny Novgorod State University of Architecture

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: 
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