scholarly journals Noise-intensity fluctuation in Langevin model and its higher-order Fokker–Planck equation

2011 ◽  
Vol 390 (6) ◽  
pp. 1051-1063 ◽  
Author(s):  
Yoshihiko Hasegawa ◽  
Masanori Arita
Keyword(s):  
Noise Intensity ◽  
Intensity Fluctuation ◽  
Planck Equation ◽  
Higher Order ◽  
Langevin Model ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Higher Order Mixed-Moment Approximations for the Fokker--Planck Equation in One Space Dimension

2014 ◽  
Vol 74 (4) ◽  
pp. 1087-1114 ◽  
Author(s):  
Florian Schneider ◽  
Graham Alldredge ◽  
Martin Frank ◽  
Axel Klar
Keyword(s):  
Space Dimension ◽  
Planck Equation ◽  
Higher Order ◽  
Fokker Planck Equation ◽  
Mixed Moment ◽  
Fokker Planck ◽  
One Space Dimension

ON THE EFFECT OF FLUCTUATIONS ON AN INTERMITTENT LAMINAR MOTION

1995 ◽  
Vol 05 (02) ◽  
pp. 531-536 ◽  
Author(s):  
N.V. AGOUDOV ◽  
A.N. MALAKHOV
Keyword(s):  
Path Length ◽  
Noise Intensity ◽  
Planck Equation ◽  
Average Path Length ◽  
Laminar Regime ◽  
System Parameters ◽  
Fokker Planck Equation ◽  
External Fluctuations ◽  
Fokker Planck

This paper is concerned with the effect of external fluctuations on the type 1 intermittency considered in detail by Hirsch et al. [1982]. The exact average path length of the regular (or laminar) regime is derived on the basis of the solution of the Fokker-Planck equation for one particular example. This average path length is shown to increase with noise intensity growth under certain values of system parameters and noise intensity. The causes of this phenomenon and its origin are discussed, and the maximal value of the average path length and corresponding value of noise intensity are estimated.

AN APPLICATION OF FOKKER–PLANCK EQUATION TO JOSEPHSON JUNCTION

1989 ◽  
Vol 9 (1) ◽  
pp. 109-120
Author(s):  
G. Liao ◽  
A.F. Lawrence ◽  
A.T. Abawi
Keyword(s):  
Josephson Junction ◽  
Planck Equation ◽  
Fokker Planck Equation ◽  
Fokker Planck

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

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