SPECTRAL PROPERTIES OF A TIME-PERIODIC FOKKER-PLANCK EQUATION

Citation
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
Citations number
13
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
49
Issue
4
Year of publication
1994
Part
A
Pages
2630 - 2638
Database
ISI
SICI code
1063-651X(1994)49:4<2630:SPOATF>2.0.ZU;2-O
Abstract
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.