Drift by dichotomous Markov noise

2003/07/14 by Iosif Bena, I. Bena, C. Van den Broeck +3
Computer Science · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Nonlinear Dynamics and Pattern Formation #cond-mat.stat-mech #stochastic dynamics and bifurcation

paper · pdf · doi:10.1103/physreve.68.041111

published as Phys. Rev. E 68, 041111 (2003). · 24 pages, 6 figures, submitted to Physical Review E

arxiv created 2003/07/14 · openalex publication_date 2003/10/28 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses unstable fixed points. The results are illustrated on the problem of the rocking ratchet.

Citations

• Escape statistics for systems driven by dichotomous noise. II. The imperfect pitchfork bifurcation as a case study
• Escape statistics for systems driven by dichotomous noise. I. General theory
• Hypersensitive transport in a phase model with multiplicative stimulus