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Analytical results for a Fokker-Planck equation in the small noise limit
classification
❄️ cond-mat.stat-mech
keywords
analyticalequationfokker-plancklimitnoiseprocessresultssmall
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We present analytical results for the lowest cumulants of a stochastic process described by a Fokker-Planck equation with nonlinear drift. We show that, in the limit of small fluctuations, the mean, the variance and the covariance of the process can be expressed in compact form with the help of the Lambert W function. As an application, we discuss the interplay of noise and nonlinearity far from equilibrium.
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