Statistical mechanics of a nonlinear stochastic model

A multivariable Fokker-Planck equation (FPE) is used to investigate the equilibrium and dynamical properties of a nonlinear stochastic model. The model displays a phase transition. The equilibrium distributions are found to be non-Gaussian; the deviation from Gaussian is especially significant near the transition point. To study the nonequilibrium behavior of the model, a self-consistent dynamic mean field (SCDMF) theory is derived and used to transform the FPE to a systematic hierarchy of equations for the cumulant moments of the time-dependent distribution function. These equations are numerically solved for a variety of initial conditions. During the time evolution of the system from an initial unstable equilibrium state to the final equilibrium state, three distinct time stages are found.Supported by a grant from the National Research Council of Canada (to RCD) and by the Sherman Fairchild Foundation (to RZ).Also Sherman Fairchild Distinguished Scholar, 1974–75, at the California Institute of Technology, where the early part of this research was done.