| | |
| | |
Stat |
Members: 3664 Articles: 2'599'751 Articles rated: 2609
26 December 2024 |
|
| | | |
|
Article overview
| |
|
A moment approach to non-Gaussian colored noises | Hideo Hasegawa
; | Date: |
7 Jan 2007 | Subject: | Statistical Mechanics; Disordered Systems and Neural Networks | Abstract: | The Langevin model subjected to non-Gaussian noise has been discussed, by using the second-order moment method with the two approaches generating the noise. We have derived the effective differential equation (DE) for a variable $x$, from which the stationary probability distribution $P(x)$ has been calculated with the use of the Fokker-Planck equation. The result of $P(x)$ calculated by the moment method is compared to several expressions obtained by different methods such as the universal colored noise approximation (UCNA) proposed by Jung and H"{a}nggi [Phys. Rev. Lett. {f 35}, 4464 (1987)] and the functional-integral method. It has been shown that our $P(x)$ is in good agreement with that of direct simulation (DS). We have also discussed dynamics of the model with an external input, solving DEs in the moment method. | Source: | arXiv, cond-mat/0701133 | Services: | Forum | Review | PDF | Favorites |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
|
| |
|
|
|