Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/111533
Title: Relationship between a Non-Markovian Process and Fokker-Planck Equation
Authors: Zabrocki, K.
Tatur, S.
Trimper, S.
Mahnke, R.
Issue Date: 2006
Publisher: Elsevier
Elsevier BV
Citation: Relationship between a Non-Markovian Process and Fokker-Planck Equation / K. Zabrocki, S. Tatur, S. Trimper et al. // Physics Letters, Section A: General, Atomic and Solid State Physics. — 2006. — Vol. 359. — Iss. 5. — P. 349-356.
Abstract: We demonstrate the equivalence of a non-Markovian evolution equation with a linear memory-coupling and a Fokker-Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to an initial distribution, the corresponding FPE offers a non-trivial drift term depending itself on the diffusion parameter. As the consequence the deterministic part of the underlying Langevin equation is likewise determined by the noise strength of the stochastic part. This memory induced stochastic behavior is discussed for different, but representative initial distributions. The analytical calculations are supported by numerical results. © 2006 Elsevier B.V. All rights reserved.
Keywords: PROBABILITY DISTRIBUTIONS
STOCHASTIC SYSTEMS
ANALYTICAL CALCULATION
DIFFUSION PARAMETERS
LANGEVIN EQUATION
NON-MARKOVIAN EVOLUTIONS
NON-MARKOVIAN PROCESS
NUMERICAL RESULTS
PROBABILITY DENSITIES
STOCHASTIC BEHAVIOR
FOKKER PLANCK EQUATION
URI: http://hdl.handle.net/10995/111533
Access: info:eu-repo/semantics/openAccess
SCOPUS ID: 33749537482
ISSN: 0375-9601
metadata.dc.description.sponsorship: The authors (S.T. and K.Z.) acknowledge support by the DFG (SFB 418) as well as by DAAD (S. Tatur).
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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