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Higher-order colored-noise effects in multivariable systems

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We extend the partial resummation technique of Fokker-Planck terms for multivariable stochastic differential equations with colored noise. As an example, a model system of a Brownian particle with colored noise is studied. We prove that the asymmetric behavior found in analog simulations is due to higher-order terms which are left out in that technique. On the contrary, the systematic ¿-expansion approach can explain the analog results.

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Reproducció digital del document publicat en format paper, proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevA.37.4469

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Articles publicats en revistes (Física Quàntica i Astrofísica)

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Higher-order colored-noise effects in multivariable systems