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arxiv: cond-mat/0111389 · v1 · submitted 2001-11-21 · ❄️ cond-mat.stat-mech · hep-th

The Fokker-Planck equation for bistable potential in the optimized expansion

classification ❄️ cond-mat.stat-mech hep-th
keywords systemapproximationbistableequationexpansionfokker-plancknoiseoptimized
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The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential is shown to agree well with the exact solution of the Fokker-Planck equation. Even for a bistable system the whole period of evolution to equilibrium is correctly described at various noise intensities.

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