Exactly solvable models of nonlinear dynamical systems driven by colored Ornstein-Uhlenbeck and Rayleigh noise

Autor: V. M. Loginov, A. F. Konstantinov
Rok vydání: 1993
Předmět:
Zdroj: Theoretical and Mathematical Physics. 97:1370-1381
ISSN: 1573-9333
0040-5779
Popis: Exact solutions of the stationary Kolmogorov-Fokker-Planck equations corresponding to a certain class of nonlinear dynamical systems of first order driven parametrically (multiplicatively) by colored Markov Ornstein-Uhlenbeck and Rayleigh noise are obtained. The influence of asymmetric fluctuations on the form of the stationary distributions is discussed. Phase diagrams are constructed for some examples, and phase transitions induced by colored Rayleigh noise are noted.
Databáze: OpenAIRE