Abstract

A Fokker-Planck equation for a nonlinear Langevin equation with multiplicative gaussian noise with arbitrary covariance and small coherence time is derived. An exact steady-state solution of this Fokker-Planck equation is obtained for a lorentzian power spectrum of the driving noise. The crucial influence of the finite coherence time of the noise on the critical properties of the system is exhibited.

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 call

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.