The Fokker-Planck equation for arbitrary nonlinear noise.

DOI10.1016/S0375-9601(97)00265-XzbMATH Open1052.82544MaRDI QIDQ1968322FDOQ1968322

Authors: Seunghwan Kim, Seon H. Park, Chang Su Ryu 

Publication date: 7 March 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Recommendations

• The projection operator approach to the Fokker-Planck equation. II: Dichotomic and nonlinear Gaussian noise.
• Analytical results for a Fokker–Planck equation in the small noise limit
• Multi-diffusive nonlinear Fokker-Planck equation
• A test for two Fokker-Planck modellings of a master equation
• Generalized Fokker-Planck equation: derivation and exact solutions

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Cites Work

• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Reentrant transitions in globally coupled active rotators with multiplicative and additive noises

Cited In (7)

• Analytical results for a Fokker–Planck equation in the small noise limit
• Generalized Fokker-Planck equations for coloured multiplicative Gaussian noise
• Some new features of linear theory for describing nonlinear diffusion
• A test for two Fokker-Planck modellings of a master equation
• On the weak-noise limit of Fokker-Planck models
• The projection operator approach to the Fokker-Planck equation. II: Dichotomic and nonlinear Gaussian noise.
• The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.

This page was built for publication: The Fokker-Planck equation for arbitrary nonlinear noise.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1968322)