Wilkinson, Michael
(2010).
| DOI (Digital Object Identifier) Link: | https://doi.org/10.1007/s10955-010-9944-5 |
|---|---|
| Google Scholar: | Look up in Google Scholar |
Abstract
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two dimensions. In the case of motion in the vicinity of an attractive fixed point, it is shown how the solution of this equation can be developed as a power series. The coefficients are determined exactly by using algebraic properties of a system of annihilation and creation operators.
| Item Type: | Journal Item |
|---|---|
| ISSN: | 0022-4715 |
| Keywords: | noise; diffusion; annihilation/creation operators |
| Academic Unit/School: | Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics Faculty of Science, Technology, Engineering and Mathematics (STEM) |
| Item ID: | 22802 |
| Depositing User: | Michael Wilkinson |
| Date Deposited: | 18 Aug 2010 14:07 |
| Last Modified: | 07 Dec 2018 09:39 |
| URI: | http://oro.open.ac.uk/id/eprint/22802 |
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