Journal ArticleDOI
Fokker-Planck approximation for N-dimensional nonmarkovian langevin equations
M. San Miguel,José M. Sancho +1 more
TLDR
The Fokker-Planck approximation for n -dimensional nonmarkovian Langevin equations is discussed in this article through an expansion in powers of the correlation time of the noise and an application to brownian motion is presented.About:
This article is published in Physics Letters A.The article was published on 1980-03-17. It has received 36 citations till now. The article focuses on the topics: Brownian dynamics & Noise (radio).read more
Citations
More filters
Journal ArticleDOI
Functional-calculus approach to stochastic differential equations
TL;DR: The connection between stochastic differential equations and associated Fokker-Planck equations is elucidated by the full functional calculus and leads to a mean first-passage-time formula in quantitative agreement with the results of numerical simulation and in contrast with earlier theoretical conclusions.
Journal ArticleDOI
Stochastic processes driven by dichotomous Markov noise: Some exact dynamical results
TL;DR: In this article, a non-Fokker-Planck master differential equation is deduced for the probability density of stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise.
Journal ArticleDOI
Finite correlation time effects in nonequilibrium phase transitions: I. Dynamic equation and steady state properties☆
Katja Lindenberg,Bruce J. West +1 more
TL;DR: In this paper, an approximate renormalized equation of evolution for an arbitrary nonlinear single-degree-of-freedom system externally driven by Gaussian parametric fluctuations of finite correlation time was determined.
Journal ArticleDOI
Theory of nonlinear Gaussian noise
M. San Miguel,José M. Sancho +1 more
TL;DR: In this article, the authors consider stochastic differential equations of the Langevin type in which the noise enters nonlinearly and derive equations for the probability density under different approximations.
References
More filters
Journal ArticleDOI
Statistical Dynamics of Classical Systems
TL;DR: In this article, the statistical dynamics of a classical random variable that satisfies a nonlinear equation of motion is recast in terms of closed self-consistent equations in which only the observable correlations at pairs of points and the exact response to infinitesimal disturbances appear.
Journal ArticleDOI
Stochastic differential equations
TL;DR: In this article, the authors define stochastic differential equations (SDEs) and their occurrence in physics, and present an alternative treatment, applicable only in a special case, but not confined to small ατ c.
Journal ArticleDOI
A colored-noise approach to Brownian motion in position space. Corrections to the Smoluchowski equation
TL;DR: In this article, the contraction of the description of Brownian motion from phase space to position space is discussed by means of non-Markovian Langevin equations in position space.
Journal ArticleDOI
Response and Correlation in Fokker-Planck Dynamics. I
L. Garrido,M. San Miguel +1 more
TL;DR: In this paper, the perturbative expansion of the correlation and response functions in Fokker-Planck dynamics is carried out through a Wick's theorem for a general non-stationary situation.