Numerical analysis of correlation characteristics of Brownian Motion in one-dimensional potential wells
The results of numerical solution of the eigenvalue of the Fokker-Plank operator problem are being used to calculate the correlation and the correlation time of stationary Brownian motion in potential fields of any given form. The article contains the examples of calculation for the bistable and monostable potentials. Showed that in case of symmetric potential wells correlation is being formed by the flaw of Brownian particles through the central barrier only.