Local methods for constructing stationary distribution functions of systems of stochastic differential Langevin-type equations: noise influence on simple bifurcation.

DOI10.1007/BF01019152zbMATH Open1084.60524MaRDI QIDQ1963575FDOQ1963575

Authors: I. I. Fedchenia 

Publication date: 2 February 2000

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

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zbMATH Keywords

Gaussian approximationdynamical systemsbifurcationWhite noisehydrodynamic systemfunctional-rational approximationstationary distribution function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Dynamical aspects of statistical mechanics (37A60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• On the theory of optimal control. Sufficient coordinates
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• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
• On the weak-noise limit of Fokker-Planck models
• Bifurcations in fluctuating systems: The center-manifold approach
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• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Fluctuations in a nonlinear laser field with coupling of additive noise terms
• A two-dimensional Fokker-Planck equation degenerating on a straight line.
• Construction of stationary distribution functions for a system of stochastic Langevin-type equations

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