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Forced dichotomic diffusion in a viscous media

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Abstract

In this paper, we study the dynamical properties of a linear system driven by a superposition of a Gaussian white noise and a symmetric Markovian dichotomic noise operating simultaneously on the system. We find exact analytical solutions for the moment generating function and for the probability distribution function. We show analytically that the system presents characteristics belonging to the nonlinear cases, such as a nonequilibrium bimodal distribution. We infer that the white Gaussian noise smooths the two characteristics Diracs delta peaks, generated by a purely dichotomic diffusion, transforming them in two smooth maxima.

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Authors and Affiliations

  1. Sistema de Bibliotecas, Universidad de Tarapacá, Casilla 7-D, Arica, Chile

    Hector Calisto

  2. Instituto de Alta Investigación, Universidad de Tarapacá, Casilla 6-D, Arica, Chile

    Mauro Bologna

  3. Escuela Universitaria de Ingeniería Eléctrica-Electrónica, Universidad de Tarapacá, Arica, Chile

    Kristopher J. Chandía

Authors
  1. Hector Calisto
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  2. Mauro Bologna
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  3. Kristopher J. Chandía
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Corresponding author

Correspondence to Mauro Bologna.

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Calisto, H., Bologna, M. & Chandía, K.J. Forced dichotomic diffusion in a viscous media. Eur. Phys. J. B 90, 24 (2017). https://doi.org/10.1140/epjb/e2016-70643-y

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  • DOI: https://doi.org/10.1140/epjb/e2016-70643-y

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