Probability characteristics of brownian motion in a stochastic potential profile of a specific type

被引:0
|
作者
Muzychuk O.V. [1 ]
机构
[1] Architectural and Civil Engineering University, Nizhny Novgorod
关键词
Additive Noise; Probability Characteristic; Random Force; Potential Profile; Probability Property;
D O I
10.1007/BF02676455
中图分类号
学科分类号
摘要
Some probability characteristics of the Brownian motion in a symmetric potential profile with two equilibrium states subjected to a random force are obtained. Two types of potential fluctuations are considered: the delta-correlated Gaussian noise and the stochastic telegraph process with Poisson statistics of jumps. The stationary probability distributions of the particle coordinate are found, and the dependence on the properties of parametric and additive noise is studied. It is shown that nonzero equilibrium states approach each other and vanish as a result of strong potential fluctuations. Relaxation of intensity and variance of coordinate fluctuations are studied numerically for the case of delta-correlated random forces. The influence of the value of parametric and additive noise, system nonlinearity, and initial conditions on the relaxation process is determined. © 1999 Kluwer Academic/Plenum Publishers.
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页码:874 / 881
页数:7
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