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Large‐Noise Expansions for the Stationary Solution of Fokker‐Planck Equations
Author(s) -
Bunke U.,
Ebeling W.
Publication year - 1990
Publication title -
annalen der physik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.009
H-Index - 68
eISSN - 1521-3889
pISSN - 0003-3804
DOI - 10.1002/andp.19905020204
Subject(s) - fokker–planck equation , reciprocal , physics , noise (video) , convergence (economics) , taylor series , planck , statistical physics , stationary solution , mathematical physics , mathematical analysis , mathematics , quantum mechanics , partial differential equation , computer science , philosophy , linguistics , artificial intelligence , economics , image (mathematics) , economic growth
Stationary solutions of the Fokker‐Planck equation are found by Taylor expansions with respect to the reciprocal noise strength. The convergence of this expansion is proven under certain conditions; special cases are studied.