Abstract
We derive an effective Fokker-Planck equation for a nonlinear non-Markovian stochastic process using pathintegral formalism. The effective Fokker-Planck equation of our approximation scheme is local in state space and local in time, and its diffusion constant remains positive over the entire state space for all noise correlation time. The mean first passage time (MFPT) and the stationary probability density function (SPDF) for the case of a bistable potential driven by Ornstein-Uhlenbeck noise are computed The MFPT is compared with that of earlier theories and with the numerical simulation results. The SPDF is compared with that of the results obtained through the matrix continued-fraction method. Interesting connections between the path-integral method and the functional-calculus approach to the colored noise problem are brought out.
Sign-in/Register to access full text options 
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: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
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.
