Higher order colored noise effects in multivariable systems.
We extend the partial resummation technique of Fokker-Planck terms for multivariable stochastic differential equations with colored noise. As an example, a model system of a Brownian particle with colored noise is studied. We prove that the asymmetric behavior found in analog simulations is due to h...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1988 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2117/2036 |
| Acceso en línea: | https://hdl.handle.net/2117/2036 https://dx.doi.org/10.1103/PhysRevA.37.4469 |
| Access Level: | acceso abierto |
| Palabra clave: | Statistical mechanics Stochastic processes Mecànica estadística del no equilibri Processos estocàstics Classificació AMS::82 Statistical mechanics, structure of matter::82C Time-dependent statistical mechanics (dynamic and nonequilibrium) Àrees temàtiques de la UPC::Física::Termodinàmica::Física estadística |
| Sumario: | We extend the partial resummation technique of Fokker-Planck terms for multivariable stochastic differential equations with colored noise. As an example, a model system of a Brownian particle with colored noise is studied. We prove that the asymmetric behavior found in analog simulations is due to higher-order terms which are left out in that technique. On the contrary, the systematic τ-expansion approach can explain the analog results. |
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