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Relaxation of the Probability Characteristics of Brownian Motion under the Action of a Dichotomous Random Force

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Abstract

We consider the relaxation of rms characteristics of the coordinates of particles during their Brownian motion in a symmetric potential profile under the action of a dichotomous random force. An analytical-numerical method of analysis based on the numerical solution of a chain of differential equations for coordinate moments and joint correlations is used. The calculation procedure is checked using exact results which can be found in the limiting cases of delta-correlated and quasi-static random action. The dependence of the distribution variance and its relaxation time on the intensity and correlation time of noise is elucidated.

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Authors and Affiliations

  1. Nizhny Novgorod Architectural and Civil-Engineering University, Nizhny Novgorod, Russia

    O. V. Muzychuk

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  1. O. V. Muzychuk
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Muzychuk, O.V. Relaxation of the Probability Characteristics of Brownian Motion under the Action of a Dichotomous Random Force. Radiophysics and Quantum Electronics 45, 733–739 (2002). https://doi.org/10.1023/A:1021701619752

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  • DOI: https://doi.org/10.1023/A:1021701619752

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