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Langevin dynamics with dichotomous noise; direct simulation and applications

2006/02/23 by Debashis Barik, Pulak Kumar Ghosh, Deb Shankar Ray · 1 citation
Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Theoretical and Computational Physics #cond-mat.soft #cond-mat.stat-mech #stochastic dynamics and bifurcation

paper · pdf · doi:10.1088/1742-5468/2006/03/p03010

published as J. Stat. Mech. (2006) P03010 · Accepted in Journal of Statistical Mechanics: Theory and Experiment

arxiv created 2006/02/23 · openalex publication_date 2006/03/13 · arxiv updated 2009/12/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/30

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