2ND-ORDER DICHOTOMOUS PROCESSES - DAMPED FREE MOTION, CRITICAL-BEHAVIOR, AND ANOMALOUS SUPERDIFFUSION

Authors
Citation
J. Masoliver, 2ND-ORDER DICHOTOMOUS PROCESSES - DAMPED FREE MOTION, CRITICAL-BEHAVIOR, AND ANOMALOUS SUPERDIFFUSION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 48(1), 1993, pp. 121-135
Citations number
27
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
48
Issue
1
Year of publication
1993
Pages
121 - 135
Database
ISI
SICI code
1063-651X(1993)48:1<121:2DP-DF>2.0.ZU;2-G
Abstract
We study damped inertial processes driven by dichotomous Markov noise in the absence of a potential. We obtain exact differential equations for the joint probability density and for the marginal densities of ve locity and position. Several aspects of the critical behavior of the s ystem are examined in detail. The exact equation for the displacement of a free Brownian particle is also found, and from this equation we s tudy the damping effects on the mean-square displacement [X2(t)], by e valuating the dynamical exponent and showing a crossover from a superd iffusive motion of the form [X2(t)] approximately t3 to ordinary diffu sion where [X2(t)] approximately t.