DICHOTOMOUS MARKOV NOISE: EXACT RESULTS FOR OUT-OF-EQUILIBRIUM SYSTEMS

Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on analytically-solvable situations. In particular, it has escaped attention till recently that the standard results for the long-time properties of such systems cannot be applied when unstable fixed points are crossed in the asymptotic regime. We show how calculations have to be modified to deal with these cases and present a few relevant applications — the hypersensitive transport, the rocking ratchet, and the stochastic Stokes' drift. These results reinforce the impression that dichotomous noise can be put on par with Gaussian white noise as far as obtaining analytical results is concerned. They convincingly illustrate the interplay between noise and nonlinearity in generating nontrivial behaviors of nonequilibrium systems and point to various practical applications.

• Publication year

  2006

• Venue

  International Journal of Modern Physics B

• Publication date

  2006-06-05

• Fields of study

  Mathematics, Physics, Computer Science

• Identifiers
  DOI 10.1142/S0217979206034881arXiv cond-mat/0606116
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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