Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise
LU Zhiheng, HU Gang*, L.Schoendorff**, H.Risken**
Department of Physics, Beijing Normal University, Beijing 100875
*also Institute of Theoretical Physics, Academia Sinica, Beijing 100080
**Abteilung für Theoretische Physik der Universität Ulm, D-7900 Ulm, Germany
Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise
LU Zhiheng;HU Gang*;L.Schoendorff**;H.Risken**
Department of Physics, Beijing Normal University, Beijing 100875
*also Institute of Theoretical Physics, Academia Sinica, Beijing 100080
**Abteilung für Theoretische Physik der Universität Ulm, D-7900 Ulm, Germany
Abstract： A finite difference method is used to solve a Fokker-Planck equation of bistable system with Landau potential. The detailed dynamical relaxation process in the case of large correlation time is manifested via the phenomena including the saddle point appearance, the hole formation and distortion. The method is used to obtain the stationary solutions of Fokker-Planck equation of bistable system driven by rather weak noise.
LU Zhiheng;HU Gang*;L.Schoendorff**;H.Risken**. Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise[J]. 中国物理快报, 1992, 9(6): 281-284.
LU Zhiheng, HU Gang*, L.Schoendorff**, H.Risken**. Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise. Chin. Phys. Lett., 1992, 9(6): 281-284.
1992, Vol. 9 
