Diffusion in the Markovian limit of the spatio-temporal colored noise

T. Monnai, A. Sugita, K. Nakamura

    Research output: Contribution to journalArticle

    3 Citations (Scopus)

    Abstract

    We explore the diffusion process in the non-Markovian spatio-temporal noise. There is a non-trivial short-memory regime, i.e., the Markovian limit characterized by a scaling relation between the spatial and temporal correlation lengths. In this regime, a Fokker-Planck equation is derived by expanding the trajectory around the systematic motion and the non-Markovian nature amounts to the systematic reduction of the potential. For a system with the potential barrier, this fact leads to the renormalization of both the barrier height and collisional prefactor in the Kramers escape rate, with the resultant rate showing a maximum at some scaling limit.

    Original languageEnglish
    Article number20005
    JournalEPL
    Volume84
    Issue number2
    DOIs
    Publication statusPublished - 2008 Oct 1

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    scaling
    Fokker-Planck equation
    escape
    trajectories

    ASJC Scopus subject areas

    • Physics and Astronomy(all)

    Cite this

    Diffusion in the Markovian limit of the spatio-temporal colored noise. / Monnai, T.; Sugita, A.; Nakamura, K.

    In: EPL, Vol. 84, No. 2, 20005, 01.10.2008.

    Research output: Contribution to journalArticle

    Monnai, T. ; Sugita, A. ; Nakamura, K. / Diffusion in the Markovian limit of the spatio-temporal colored noise. In: EPL. 2008 ; Vol. 84, No. 2.
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