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The projection operator approach to the Fokker-Planck equation. II. Dichotomic and nonlinear Gaussian noise

Academic Article
Publication Date:
1988
abstract:
Two models for the Freedericksz transition in a fluctuating magnetic field are considered: one is based on a dichotomic and the other on a nonlinear Gaussian noise. Both noises are characterized by a finite correlation time ?. It is shown that the linear response assumption leading to the "best Fokker-Planck approximation" in the dichotomic and nonlinear Gaussian cases can be trusted only up to the order ?1 and ?0, respectively. The role of the corrections to the linear response approximation is discussed and it is shown how to replace the non-Fokker-Planck terms stemming from these corrections with equivalent terms of standard type. This technique is shown to produce perfect agreement with the exact analytical results (dichotomic noise) and to satisfactorily fit the results of analog simulation (nonlinear Gaussian noise).
Iris type:
01.01 Articolo in rivista
Keywords:
Breakdown of the Fokker-Planck structure; dichotomic noise; Freedericksz transition; nonlinear Gaussian noise
List of contributors:
Grigolini, Paolo; Palleschi, Vincenzo
Authors of the University:
PALLESCHI VINCENZO
Handle:
https://iris.cnr.it/handle/20.500.14243/188901
Published in:
JOURNAL OF STATISTICAL PHYSICS
Journal
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