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含OU色噪声的布朗粒子定态几率密度
引用本文:周沧涛,张纪岳.含OU色噪声的布朗粒子定态几率密度[J].西北大学学报,1991,21(1):31-38.
作者姓名:周沧涛  张纪岳
作者单位:西北大学物理系,西北大学物理系
摘    要:

关 键 词:OU色  噪声  分子运动  几率密度

Stationary Probability Density of Brownian Particle Driven by OU Colored Noise
Zhou Cangtao,Zhang Jiyue.Stationary Probability Density of Brownian Particle Driven by OU Colored Noise[J].Journal of Northwest University(Natural Science Edition),1991,21(1):31-38.
Authors:Zhou Cangtao  Zhang Jiyue
Institution:Department of Physics
Abstract:The probability density of Brownian particle driven by Ornstein-Uhlcnbeck (OU) colored noise obeys a three-dimensional Fokker-Planck equation (FPE), if we consider colored novsc as a new variable. We obtain the stationary solution of the FPE by using like-WKB method.
Keywords:Nois  Brownian motion  Fokker-Ptanck equation  Probability density
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