Stochastic manifestation of chaos in a Fokker-Planck equation

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 ε1 and ε2. For the case ε2=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 ε1≠0 and ε2≠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.