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The short-time evolution of a non-linear oscillator driven by white noise

✍ Scribed by R.J. Henery

Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
539 KB
Volume
116
Category
Article
ISSN
0378-4371

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✦ Synopsis

An equation for the evolution of conditional moments, analogous to the Fokker-Planck equation for the probability density, is used to develop a Taylor series expansion for the correlation function of a non-linear oscillator driven by white noise. The first few coefficients in this series are calculated exactly and these values are compared with the linear transport law approximation of Bixon and Zwanzig') which is shown to be correct to the eighth order in time.

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