Probability Density Function Method for Langevin Equations with Colored Noise
نویسندگان
چکیده
منابع مشابه
Probability density function method for Langevin equations with colored noise.
Understanding the mesoscopic behavior of dynamical systems described by Langevin equations with colored noise is a fundamental challenge in a variety of fields. We propose a new approach to derive closed-form equations for joint and marginal probability density functions of state variables. This approach is based on a so-called large-eddy-diffusivity closure and can be used to model a wide clas...
متن کاملNumerical methods for high-dimensional probability density function equations
Article history: Received 17 October 2014 Received in revised form 20 October 2015 Accepted 22 October 2015 Available online 10 November 2015
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2013
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.110.140602