A non-linear stochastic differential equation: Exact critical statics and dynamics |
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Authors: | N. Banai L. Brenig |
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Affiliation: | Service de Chimie Physique II, C.P. No. 231, Campus Plaine U.L.B., Bd. du Triomphe, 1050 Bruxelles, Belgium |
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Abstract: | The nonlinear stochastic differential equation we present is a generalization of a class of equations describing various physical and chemical systems coupled to external sources of noise.The static behaviour of this system exhibits first and second order nonequilibrium transitions which are purely induced by the external noise. Exact analytical expressions for the time dependent solutions are found. |
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