Stochastic manifestation of chaos in a Fokker-Planck equation
- 6 November 1989
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 63 (19) , 2013-2016
- https://doi.org/10.1103/physrevlett.63.2013
Abstract
We have studied the behavior of the Floquet spectrum for A Fokker-Planck equation describing a nonlinear Brownian rotor driven by an angle-dependent dynamic external force consisting of two traveling sine waves with amplitudes and . For the case =0, the Fokker-Planck equation is separable (in the sense that is has two well defined eigen-numbers) and the nearest-neighbor spacing distribution appears to be Poisson random for small spacings. For both ≠0 and ≠0, we observed nonlinear resonance and level repulsion, indicating that the spectrum, at least locally, exhibits universal random-matrix-type behavior and that information about the underlying dynamics of the Brownian particle is lost from the spectrum.
Keywords
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