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周期场时间导数Ornstein-Uhlenbeck噪声Fokker-Planck方程的小参数展开求解
引用本文:白占武,蒙高庆. 周期场时间导数Ornstein-Uhlenbeck噪声Fokker-Planck方程的小参数展开求解[J]. 物理学报, 2008, 57(12): 7477-7481
作者姓名:白占武  蒙高庆
作者单位:华北电力大学数理系,保定,071003
基金项目:国家自然科学基金(批准号:10647129)资助的课题.
摘    要:通过引入变量,周期场中内部时间导数Ornstein-Uhlenbeck噪声驱动的布朗运动可用高维Fokker-Planck方程来描述. 上述系统不能直接应用通常的小参数展开和势谷中心展开近似求解. 用一种变通的小参数展开方法近似求解了系统的Fokker-Planck方程,结果适用于小势垒高度、中等关联时间和较大的相空间区域,近似解析解可获得系统的改进.关键词:Fokker-Planck方程周期势时间导数Ornstein-Uhlenbeck噪声小参数展开

关 键 词:Fokker-Planck方程  周期势  时间导数Ornstein-Uhlenbeck噪声  小参数展开
收稿时间:2008-05-12

The small parameter expansion solution to Fokker-Planck equation for Brownian motion in a periodic potential with internal time derivative Ornstein-Uhlenbeck noise
Bai Zhan-Wu,Meng Gao-Qing. The small parameter expansion solution to Fokker-Planck equation for Brownian motion in a periodic potential with internal time derivative Ornstein-Uhlenbeck noise[J]. Acta Physica Sinica, 2008, 57(12): 7477-7481
Authors:Bai Zhan-Wu  Meng Gao-Qing
Abstract:By introducing suitable variables, the Brownian particles motion in a periodic potential with internal time derivative Ornstein-Uhlenbeck noise can be described by a high-dimensional Fokker-Planck equation. The equation can not be solved by the usual small parameter expansion method and potential valley expansion method. An alternative small parameter expansion method is proposed to deal with the equation, and the result is applicable for small potential barrier height, intermediate correlation time and in a larger phase space domain, the approximation can be improved systematically.
Keywords:Fokker-Planck equation   periodic potential   time derivative Ornstein-Uhlenbeck noise   small parameter expansion
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