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- W2049546749 abstract "We derive an effective Fokker-Planck equation for a nonlinear non-Markovian stochastic process using path-integral formalism. The effective Fokker-Planck equation of our approximation scheme is local in state space and local in time, and its diffusion constant remains positive over the entire state space for all noise correlation time. The mean first passage time (MFPT) and the stationary probability density function (SPDF) for the case of a bistable potential driven by Ornstein-Uhlenbeck noise are computed. The MFPT is compared with that of earlier theories and with the numerical simulation results. The SPDF is compared with that of the results obtained through the matrix continued-fraction method. Interesting connections between the path-integral method and the functional-calculus approach to the colored noise problem are brought out." @default.
- W2049546749 created "2016-06-24" @default.
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- W2049546749 date "1993-10-01" @default.
- W2049546749 modified "2023-10-16" @default.
- W2049546749 title "Effective Fokker-Planck equation: Path-integral formalism" @default.
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- W2049546749 doi "https://doi.org/10.1103/physreve.48.2402" @default.
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