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

DOI10.1007/BF01019735MaRDI QIDQ1963507zbMATH OpenWikidataFDO

Authors S. Faetti, Paolo Grigolini, R. Mannella, L. Fronzoni

Publication date 2 February 2000

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

Full work available at URL https://doi.org/10.1007/BF01019735

zbMATH Keywords

colored noiseFokker-Planck approximationGaussian noiseglobal linearizationlocal linearization

Mathematics Subject Classification ID

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

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• A systematic path to non-Markovian dynamics. II: Probabilistic response of nonlinear multidimensional systems to Gaussian colored noise excitation

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