THE FOKKER-PLANCK EQUATION FOR ARBITRARY NONLINEAR NOISE

Authors
Citation
S. Kim et al., THE FOKKER-PLANCK EQUATION FOR ARBITRARY NONLINEAR NOISE, Physics letters. A, 230(5-6), 1997, pp. 288-294
Citations number
12
Categorie Soggetti
Physics
Journal title
ISSN journal
03759601
Volume
230
Issue
5-6
Year of publication
1997
Pages
288 - 294
Database
ISI
SICI code
0375-9601(1997)230:5-6<288:TFEFAN>2.0.ZU;2-U
Abstract
We present the Fokker-Planck equation for arbitrary nonlinear noise te rms. The white noise limit is taken as the zero correlation time limit of the Ornstein-Uhlenbeck process. The drift and diffusion coefficien ts of the Fokker-Planck equation are given by triple integrals of the fluctuations. We apply the Fokker-Planck equation to the active rotato r model with a fluctuating potential barrier which depends nonlinearly on an additive noise. We show that the nonlinearity may be transforme d into the correlation of linear noise terms. (C) 1997 Published by El sevier Science B.V.