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• W2066774595 abstract "The “best Fokker-Planck equation” for systems driven by colored noise has been criticized because it may lead to probability distributions that have a finite region of support. Herein we argue that sometimes this behavior might point to problems in the model used to represent the physical system. We illustrate this contention in the context of a stochastic model of a type frequently used to describe intensity fluctuations in a dye laser. A “parent” model that is bounded throughout the entire range of the variable leads to a probability density obtained with the BFPE technique that is well-behaved over the entire phase space. We compare the results of the BFPE with direct computer simulations of the stochastic differential equation, and suggest a combination of parameters whose value characterizes the applicability of the BFPE for this model." @default.
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• W2066774595 date "1989-03-01" @default.
• W2066774595 modified "2023-09-26" @default.
• W2066774595 title "On the “best Fokker-Planck equation” for systems driven by colored noise" @default.
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• W2066774595 doi "https://doi.org/10.1016/0375-9601(89)90186-2" @default.
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