P. Alpatov et Le. Reichl, SPECTRAL PROPERTIES OF A TIME-PERIODIC FOKKER-PLANCK EQUATION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(4), 1994, pp. 2630-2638
The Floquet spectrum of the time-periodic Fokker-Planck equation for a
driven Brownian rotor is studied. We show that the Fokker-Planck equa
tion can be transformed to a Schrodinger-like equation, with the same
set of eigenvalues, whose dynamics is governed by a time-periodic Hami
ltonian in which the diffusion coefficient plays a role analogous to P
lanck's constant. For a small diffusion coefficient, numerical calcula
tions of the spectrum starting from the Schrodinger-like equation are
more convergent than those starting from the Fokker-Planck equation. W
hen the Hamiltonian exhibits a transition to chaos, those decay rates
affected by the chaotic regime exhibit level repulsion. This level rep
ulsion of decay rates, in turn, changes the behavior of a typical mean
first passage time in the problem. The size of the diffusion coeffici
ent determines the extent to which the stochastic dynamics is affected
by the transition to chaos in the underlying Hamiltonian.