IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v390y2011i6p1051-1063.html
   My bibliography  Save this article

Noise-intensity fluctuation in Langevin model and its higher-order Fokker–Planck equation

Author

Listed:
  • Hasegawa, Yoshihiko
  • Arita, Masanori

Abstract

In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker–Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination technique. Stationary distributions of the HFPE are calculated by using the perturbation expansion. We investigate the effect of SIN in three cases: (a) parabolic and quartic bistable potentials with additive noise, (b) a quartic potential with multiplicative noise, and (c) a stochastic gene expression model. We find that the existence of noise-intensity fluctuations induces an intriguing phenomenon of a bimodal-to-trimodal transition in probability distributions. These results are validated with Monte Carlo simulations.

Suggested Citation

  • Hasegawa, Yoshihiko & Arita, Masanori, 2011. "Noise-intensity fluctuation in Langevin model and its higher-order Fokker–Planck equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(6), pages 1051-1063.
    • Handle: RePEc:eee:phsmap:v:390:y:2011:i:6:p:1051-1063
    DOI: 10.1016/j.physa.2010.11.007
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437110009714
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2010.11.007?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:390:y:2011:i:6:p:1051-1063. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.