Article
Expansion for the moments of a nonlinear stochastic model
Author/s | Drozdov, Alexander N.
Morillo Buzón, Manuel |
Department | Universidad de Sevilla. Departamento de Física Atómica, Molecular y Nuclear |
Publication Date | 1996-10-14 |
Deposit Date | 2017-03-28 |
Published in |
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Abstract | We present a procedure to systematically evaluate all the moments of the Fokker-Planck equation by expanding them in a power series in a given function of t. The expansion coefficients are easily determined in terms of ... We present a procedure to systematically evaluate all the moments of the Fokker-Planck equation by expanding them in a power series in a given function of t. The expansion coefficients are easily determined in terms of algebraic recursion relations. Applications to a linear Fokker-Planck equation, as well as to a truly nonlinear mean-field model, whose drift coefficient exhibits a functional dependence on the distribution function, show this formalism to be advantageous over the standard time series expansion of the moments which is shown to be rather impractical. |
Funding agencies | Dirección General de Investigación Científica y Técnica (DGICYT). España |
Project ID. | PB92-0682 |
Citation | Drozdov, A.N. y Morillo Buzón, M. (1996). Expansion for the moments of a nonlinear stochastic model. Physical Review Letters, 77 (16), 3280-3283. |
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