Evaluation of the smallest nonvanishing eigenvalue of the Fokker-Planck equation for the Brownian motion in a potential. II. The matrix continued fraction approach

An equation for the smallest nonvanishing eigenvalue lambda(1) of the Fokke r-Planck equation (FPE) for the Brownian motion of a particle in a potentia l is derived in terms of matrix-continued fractions. This equation is appli cable to the calculation lambda(1) if the solution of the FPE can be reduce d (by expanding the probability distribution function in terms of a complet e set of appropriate functions) to the solution of a multiterm recurrence r elation for the moments describing the dynamics of the Brownian particle. I n contrast to the available continued fraction solution for lambda(1) [II. Risken, The Fokker-Planck Equation (Springer, Berlin, 1989)], this equation does not require one to solve numerically a high order polynomial equation . To test the theory, the smallest eigenvalue hi is evaluated for the FPE, which appears in the theory of magnetic relaxation of single domain (superp aramagnetic) particles. Various regimes of relaxation of the magnetization in superparamagnetic particles are governed by a damping parameter alpha, t he limiting values of which correspond to the high damping (alpha-->infinit y) and the low damping (alpha much less than 1) limits in the theory of the escape rate over potential barriers. It is shown that for all ranges of th e barrier height and damping parameters the smallest eigenvalue lambda(1) p redicted by the continued fraction equation is in agreement with those gain ed by independent numerical methods and the asymptotic estimates for lambda (1) (in the high barrier limit) and, moreover, the matrix continued fractio n approach may be successfully applied to the evaluation of lambda(1) in th ose ranges of parameters where traditional methods fail or are not applicab le.