A class of solvable nonlinear Langevin equation driven by multiplicative colored noise. (13th June 2019)
- Record Type:
- Journal Article
- Title:
- A class of solvable nonlinear Langevin equation driven by multiplicative colored noise. (13th June 2019)
- Main Title:
- A class of solvable nonlinear Langevin equation driven by multiplicative colored noise
- Authors:
- Fa, Kwok Sau
- Abstract:
- Abstract: A solution is obtained from a wide class of the nonlinear Langevin equation driven by the multiplicative Ornstein–Uhlenbeck noise, with the drift and diffusion coefficients separable in time and space. It is possible to demonstrate that the probability distribution function recovers the result of the system driven by the Gaussian white noise. The solution unifies various previous results presented in the literature. The technique can also be used for investigating the system driven by other colored noises.
- Is Part Of:
- Journal of statistical mechanics. (2019:Jun.)
- Journal:
- Journal of statistical mechanics
- Issue:
- (2019:Jun.)
- Issue Display:
- Volume 1000054 (2019)
- Year:
- 2019
- Volume:
- 1000054
- Issue Sort Value:
- 2019-1000054-0000-0000
- Page Start:
- Page End:
- Publication Date:
- 2019-06-13
- Subjects:
- 11 -- 12 -- 10 -- 4
Statistical mechanics -- Periodicals
Mechanics -- Statistical methods -- Periodicals
530.1305 - Journal URLs:
- http://ioppublishing.org/ ↗
- DOI:
- 10.1088/1742-5468/ab190e ↗
- Languages:
- English
- ISSNs:
- 1742-5468
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 19620.xml