Escape times and diffusion coefficients in fluctuating potentials

Bernardo Spagnolo; Alexander A. Dubkov; Nikolai V. Agudov

doi:10.1117/12.497022

7 May 2003 Escape times and diffusion coefficients in fluctuating potentials

Bernardo Spagnolo, Alexander A. Dubkov, Nikolai V. Agudov

Proceedings Volume 5114, Noise in Complex Systems and Stochastic Dynamics; (2003) https://doi.org/10.1117/12.497022
Event: SPIE's First International Symposium on Fluctuations and Noise, 2003, Santa Fe, New Mexico, United States

Abstract

We investigate an overdamped Brownian particle moving in: (a) a dichotomously fluctuating metastable potential; (b) a random fluctuating periodic potential. For piece-wise linear potential we obtain for case (a) the exact average lifetime and the mean first passage time as a function of the potential parameters, the noise intensity and the mean frequency of switchings of the dichotomous noise. We find noise enhanced stability (NES) in the system investigated. The parameter regions of the fluctuating potential where NES effect can be observed are analytically derived. For case (b) we consider a symmetric periodic potential modulated by white noise. We obtain for such a potential the same relationship between effective diffusion coefficient of Brownian particles and the mean first-passage time, discovered previously for fixed periodic potential (see ref. 3). The phenomenon of diffusion acceleration in comparison with free particle case has been found for arbitrary potential profile. The effective diffusion coefficients for sawtooth, sinusoidal and piecewise parabolic potentials are calculated in closed analytical form.

Citation Download Citation

Bernardo Spagnolo, Alexander A. Dubkov, and Nikolai V. Agudov "Escape times and diffusion coefficients in fluctuating potentials", Proc. SPIE 5114, Noise in Complex Systems and Stochastic Dynamics, (7 May 2003); https://doi.org/10.1117/12.497022

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