On the Perturbation Expansion for the Fokker-Planck Dynamics
نویسندگان
چکیده
منابع مشابه
Fokker-Planck equation for bistable potential in the optimized expansion.
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first-order approximation for the one-dimensional system driven by noise in an anharmonic potential is shown to agree well with the exact solution of the Fokker-Planck equation. Even for a bistable system the whole period of evolution to equilibrium is corre...
متن کاملFokker-Planck dynamics and entropies for the normalized Ricci flow
We consider some elementary aspects of the geometry of the space of probability measures endowed with Wasserstein distance. In such a setting, we discuss the various terms entering Perelman’s shrinker entropy, and characterize two new monotonic functionals for the volumenormalized Ricci flow. One is obtained by a rescaling of the curvature term in the shrinker entropy. The second is associated ...
متن کاملThe Fokker-Planck equation
In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...
متن کاملThe Fokker-Planck Equation
Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...
متن کاملStability of the Front under a Vlasov-Fokker-Planck Dynamics
We consider a kinetic model for a system of two species of particles interacting through a long range repulsive potential and a reservoir at given temperature. The model is described by a set of two coupled Vlasov-Fokker-Plank equations. The important front solution, which represents the phase transition, is a one-dimensional stationary solution on the real line with given asymptotic values at ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Progress of Theoretical Physics
سال: 1979
ISSN: 0033-068X,1347-4081
DOI: 10.1143/ptp.61.1617