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Construction of stationary distribution functions for a system of stochastic Langevin-type equations

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  • Fedchenia, I.I.

Abstract

Construction of stationary distribution functions is described which satisfies the Fokker-Planck equation locally in the vicinity of every point and the general non-potential case is considered as well as the case of diffusion tensor degeneration at individual points of the phase space. It is shown that the analysis can be performed by catastrophe theory methods. As an example, a system of Langevin-type equations describing single-mode laser generation is considered.

Suggested Citation

  • Fedchenia, I.I., 1984. "Construction of stationary distribution functions for a system of stochastic Langevin-type equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 123(2), pages 535-548.
    • Handle: RePEc:eee:phsmap:v:123:y:1984:i:2:p:535-548
    DOI: 10.1016/0378-4371(84)90170-5
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    1. Carmichael, Jeffrey, 1978. "The Supply Price of Capital: Its Measurement and Role in Econometric Research," Australian Economic Papers, Wiley Blackwell, vol. 17(30), pages 91-102, June.
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