SPECTRAL PROPERTIES OF A TIME-PERIODIC FOKKER-PLANCK EQUATION

被引:6
作者
ALPATOV, P
REICHL, LE
机构
[1] Center for Statistical Mechanics and Complex Systems, University of Texas at Austin, Austin
来源
PHYSICAL REVIEW E | 1994年 / 49卷 / 04期
关键词
D O I
10.1103/PhysRevE.49.2630
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
The Floquet spectrum of the time-periodic Fokker-Planck equation for a driven Brownian rotor is studied. We show that the Fokker-Planck equation can be transformed to a Schrodinger-like equation, with the same set of eigenvalues, whose dynamics is governed by a time-periodic Hamiltonian in which the diffusion coefficient plays a role analogous to Planck's constant. For a small diffusion coefficient, numerical calculations of the spectrum starting from the Schrodinger-like equation are more convergent than those starting from the Fokker-Planck equation. When the Hamiltonian exhibits a transition to chaos, those decay rates affected by the chaotic regime exhibit level repulsion. This level repulsion of decay rates, in turn, changes the behavior of a typical mean first passage time in the problem. The size of the diffusion coefficient determines the extent to which the stochastic dynamics is affected by the transition to chaos in the underlying Hamiltonian.
引用
收藏
页码:2630 / 2638
页数:9
相关论文
共 13 条
[1]  
[Anonymous], 1967, RANDOM MATRICES
[2]  
[Anonymous], 1984, SPRINGER SERIES SYNE
[3]  
[Anonymous], 1992, TRANSITION CHAOS CON
[4]   NOISE-INDUCED INSTABILITY [J].
CHEN, ZY .
PHYSICAL REVIEW A, 1990, 42 (10) :5837-5843
[5]  
GANG H, 1990, PHYS REV A, V42, P2030, DOI DOI 10.1103/PHYSREVA.42.2030
[6]  
HAAKE F, 1990, QUANTUM SIGNATURE CH
[7]   STOCHASTIC NONLINEAR DYNAMICS MODULATED BY EXTERNAL PERIODIC FORCES [J].
JUNG, P ;
HANGGI, P .
EUROPHYSICS LETTERS, 1989, 8 (06) :505-510
[8]   STOCHASTIC CHAOS IN A CLASS OR FOKKER-PLANCK EQUATIONS [J].
MILLONAS, MM ;
REICHL, LE .
PHYSICAL REVIEW LETTERS, 1992, 68 (21) :3125-3128
[9]   STOCHASTIC MANIFESTATION OF CHAOS [J].
REICHL, LE ;
CHEN, ZY ;
MILLONAS, MM .
PHYSICAL REVIEW A, 1990, 41 (04) :1874-1884
[10]   STOCHASTIC MANIFESTATION OF CHAOS IN A FOKKER-PLANCK EQUATION [J].
REICHL, LE ;
CHEN, ZY ;
MILLONAS, M .
PHYSICAL REVIEW LETTERS, 1989, 63 (19) :2013-2016