Giovanni Battista Carollo

In this paper, we study the behavior of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability distribution of the particle position and provide detailed expressions for the mean square displacement and the kurtosis. We highlight non-Gaussian behavior even within the long-term limit carried over with an excess of probability both in the central part and in the distribution tails. Moreover, when one of the two diffusion coefficients assumes the value zero, we provide evidence that the probability distribution develops a cusp. Most of our results are analytical, and corroborated by numerical simulations.

We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial conditions, showing that, depending on the initial spread, it can exhibit no, one, or two singularities associated to the onset of linear tails. A dependence on the potential strength is observed for large initial spreads (entailing two singularities), which is lost for stationary initial conditions (giving one singularity) and concentrated initial values (no singularity). We discuss the mechanism responsible for the singularities of the rate function, identifying it as a big jump in the initial values. Analytical results are corroborated by numerical simulations.