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The projection approach to the Fokker-Planck equation. I: Colored Gaussian noise.

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Publication:1963507
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DOI10.1007/BF01019735zbMath1084.82556WikidataQ62556321 ScholiaQ62556321MaRDI QIDQ1963507

Riccardo Mannella, Sandro Faetti, Paolo Grigolini, Leone Fronzoni

Publication date: 2 February 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)


zbMATH Keywords

Gaussian noisecolored noiselocal linearizationglobal linearizationFokker-Planck approximation


Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)


Related Items (3)

Operators central limit theorem ⋮ Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input ⋮ Effective equilibrium states in the colored-noise model for active matter I. Pairwise forces in the Fox and unified colored noise approximations



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