Uniform convergence to an effective Fokker-Planck equation for weakly colored noise

1986237 citationsJournal Article

Authors

Ronald F. Fox · Georgia Institute of Technology

Abstract

Uniform convergence to an effective Fokker-Planck equation for weakly colored noise is proved. Corresponding constraints on the correlation time for the colored noise are obtained. Examples of bistable nonlinearities are presented and discussed.

Topics & Keywords

stochastic dynamics and bifurcation Advanced Thermodynamics and Statistical Mechanics Statistical Mechanics and Entropy

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Physical review. A, General physics

Volume 34, Issue 5, pp. 4525-4527

DOI: 10.1103/physreva.34.4525

Field-Weighted Citation Impact: 13.66