ISSN:
1572-9613
Keywords:
Noise in dynamic systems
;
bifurcations
;
Fokker-Planck equations
;
degenerating parabolic-type equations
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract By an example of a two-dimensional hydrodynamic system, second-order Langevin equations with two correlated noise sources are investigated. It is shown that the asymptotic expression (t→∞) for the stationary distribution functionP depends on the order in which the limiting transitions;t→∞ andN 22→0 (N 22 is the power of one of the noises) are made. Using the method of local expansions in trigonometric form, approximate expressions are written for the distribution functionP at small but finiteN 22 tending atN 22→0 to the known exact solution.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01019737
Permalink
