STOCHASTICALLY PERTURBED FLOWS: DELAYED AND INTERRUPTED EVOLUTION

DOI10.1142/S0219493701000230zbMATH Open1039.60067arXivcond-mat/0109028OpenAlexW2065234626MaRDI QIDQ4460434FDOQ4460434

Authors:

Publication date: 18 May 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed evolution, in which the flow alternates with a quiescent state in which the variate remains frozen at its current value for random intervals of time; and interrupted evolution, in which the variate is also re-set in the quiescent state to a random value drawn from a fixed distribution. In the former case, the effect of the delay upon the first passage time statistics is analyzed. In the latter case, the conditions under which an extended stationary distribution can exist as a consequence of the competition between an attractor in the flow and the random re-setting are examined. We elucidate the role of the normalization condition in eliminating the singularities arising from the unstable critical points of the flow, and present a number of representative examples. A simple formula is obtained for the stationary distribution and interpreted physically. A similar interpretation is also given for the known formula for the stationary distribution in a full-fledged dichotomous flow.

Full work available at URL: https://arxiv.org/abs/cond-mat/0109028

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zbMATH Keywords

critical pointsstationary distributionrandomly interrupted flowtime-dependent distribution

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results
• Stokes' drift: A rocking ratchet

Cited In (1)

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

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