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Weak-noise solution of Fokker-Planck equations with \(n(>2)\) variables: a simpler evaluation near equilibrium points

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Publication:2259387
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DOI10.1016/j.physleta.2013.07.010zbMath1306.35133arXiv1510.01247OpenAlexW2009366470MaRDI QIDQ2259387

Dietrich Ryter

Publication date: 3 March 2015

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01247


zbMATH Keywords

Fokker-Planck equationalgebraic Riccati equationweak noisequasipotential


Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)




Cites Work

  • Unnamed Item
  • Unnamed Item
  • Nondifferentiable potentials for nonequilibrium steady states
  • The Fokker-Planck equation. Methods of solution and applications.
  • The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem
  • Beyond Itô versus Stratonovich
  • Properties of the noise-induced ‘‘spurious’’ drift. I.
  • Limiting Exit Location Distributions in the Stochastic Exit Problem
  • A Ray Method for the Asymptotic Solution of the Diffusion Equation
  • Brownian motion in a field of force and the diffusion model of chemical reactions
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