Abstract
The Langevin system subjected to non-Gaussian colored noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable x, from which the stationary probability distribution P ( x ) has been calculated with the use of the Fokker–Planck equation. The result of P ( x ) calculated by the moment method is compared to several expressions obtained by different methods such as the universal colored noise approximation (UCNA) [Jung and Hänggi, Phys. Rev. A 35 (1987) 4464] and the functional-integral method. It has been shown that our P ( x ) is in good agreement with that of direct simulations (DSs). We have also discussed dynamical properties of the model with an external input, solving DEs in the moment method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Physica A: Statistical Mechanics and its Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
