The projection operator approach to the Fokker-Planck equation. II: Dichotomic and nonlinear Gaussian noise.

DOI10.1007/BF01019736MaRDI QIDQ1963506zbMATH OpenFDO

Authors S. Faetti, Paolo Grigolini, Vincenzo Palleschi, Girolamo Tropiano, L. Fronzoni

Publication date 2 February 2000

Published in Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

dichotomic noiseBreakdown of the Fokker-Planck structureFreedericksz transitionnonlinear Gaussian noise

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Recommendations

• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
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Cites work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology

Cited in

(4)

• On the substantiation of a projection method for the stationary Fokker-Planck equation
• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.
• The Fokker-Planck equation for arbitrary nonlinear noise.
• About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach

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