Construction of stationary distribution functions for a system of stochastic Langevin-type equations (Q1079874)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Construction of stationary distribution functions for a system of stochastic Langevin-type equations |
scientific article |
Statements
Construction of stationary distribution functions for a system of stochastic Langevin-type equations (English)
0 references
1984
0 references
Construction of stationary distribution functions is described which satisfies the Fokker-Planck equation locally in the vicinity of every point and the general non-potential case is considered as well as the case of diffusion tensor degeneration at individual points of the phase space. It is shown that the analysis can be performed by catastrophe theory methods. As an example, a system of Langevin-type equations describing single-mode laser generation is considered.
0 references
stationary distribution
0 references
Fokker-Planck equation
0 references
catastrophe theory
0 references
Langevin-type equations
0 references