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Kinetic equation in the theory of nonequilibrium phase transitions induced by “colored” multiplicative noise

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Conclusions

The formalism presented in this paper for deriving a kinetic equation for a dynamical system with multiplicative colored noise is to quite a degree universal. It can be used to investigate nonequilibrium phase transitions induced by both additive and multiplicative colored noise. The formalism can be used to describe, the behavior of a system under the influence of several stationary noise sources. The formalism can be generalized to the case of a system of equations with noise sources. One can investigate in its framework systems of the form\(\dot x = f_0 (x, t) + \eta (t)f_1 (x, t)\),i.e., systems subject simultaneously to noise and a deterministic force.

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Literature Cited

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Authors
  1. A. V. Soldatov
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Additional information

V. A. Steklov Mathematics Institute, USSR Academy of Sciences. Translated from Teoreticheskaya i matematicheskaya Fizika, Vol. 85, No. 2, pp. 288–301, November, 1990.

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Soldatov, A.V. Kinetic equation in the theory of nonequilibrium phase transitions induced by “colored” multiplicative noise. Theor Math Phys 85, 1213–1222 (1990). https://doi.org/10.1007/BF01086850

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  • DOI: https://doi.org/10.1007/BF01086850

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