Study of a class of non-linear stochastic processes boomerang behaviour of the mean path |
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Authors: | M-O Hongler |
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Institution: | Département de Physique Théorique, Université de Genéve, 1211 Gèneve 4, Switzerland |
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Abstract: | Exact results are obtained for a large class of non-linear stochastic processes with constant diffusion. Special attention is given to the intrinsic effects induced by the non-linearities. In particular, a boomerang type behaviour of the mean path and time-controlled transitions from unimodal to bimodal probability densities are observed. Finally, the Onsager-Machlup stationary phase approximation is discussed and is recognised to provide a rather poor information for our particular class of models. |
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