Langevin dynamics with dichotomous noise; Direct simulation and applications

Abstract

We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on a Fokker-Planck description. We present a method for direct numerical simulation of dichotomous noise to solve the Langevin equation. The method is applied to calculate the nonequilibrium fluctuation induced current in a symmetric periodic potential using asymmetric dichotomous noise and compared to a Fokker-Planck-master equation based algorithm for a range of parameter values. Our second application concerns the study of resonant activation over a fluctuating barrier. © IOP Publishing Ltd and SISSA.