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Title of Article

COORDINATE PROBABILITY DISTRIBUTION OF A BROWNIAN PARTICLE DIFFUSING IN TILTED PERIODIC POTENTIAlS


Issue
6
Date
2011

Article type
scientific article
UDC
537.86:519.2
Pages
75-81
Keywords
Brownian diffusion, Fokker-Planck equation, Markov random process, non-stationary probability distribution


Authors
Kulikov Dmitriy Aleksandrovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Agudov Nikolay Viktorovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
One-dimensional overdamped Brownian particle motion in tilted periodic potentials is considered. Assuming high potential barriers in comparison with the noise intensity, an analytical expression is obtained which simulates the non-stationary probability density of the Brownian particle coordinate over the whole timescale. Theoretical results are compared with numerical simulations. The limitations of the model analytical expression are determined.

File (in Russian)