Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2010-04-08
Physica A 390, 1051 (2011)
Physics
Condensed Matter
Statistical Mechanics
23 pages, 7 figures, 1 table
Scientific paper
10.1016/j.physa.2010.11.007
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination technique. Stationary distributions of the HFPE are calculated by using the perturbation expansion. We investigate the effect of SIN in three cases: (a) parabolic and quartic bistable potentials with additive noise, (b) a quartic potential with multiplicative noise, and (c) a stochastic gene expression model. We find that the existence of noise intensity fluctuations induces an intriguing phenomenon of a bimodal-to-trimodal transition in probability distributions. These results are validated with Monte Carlo simulations.
Arita Masanori
Hasegawa Yoshihiko
No associations
LandOfFree
Noise-intensity fluctuation in Langevin model and its higher-order Fokker-Planck equation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Noise-intensity fluctuation in Langevin model and its higher-order Fokker-Planck equation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Noise-intensity fluctuation in Langevin model and its higher-order Fokker-Planck equation will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-713086