A class of nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space driven by different noises

被引:5
作者
Fa, Kwok Sau [1 ]
机构
[1] Univ Estadual Maringa, Dept Fis, Av Colombo 5790, BR-87020900 Maringa, Parana, Brazil
关键词
Nonlinear Langevin equation; Fokker-Planck equation; Multiplicative colored noise; Anomalous diffusion; DEPENDENT DIFFUSION;
D O I
10.1016/j.physa.2019.123334
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
A wide class of the nonlinear Langevin equation with the drift and diffusion coefficients separable in time and space is investigated under different noises. Solutions for the probability density function (PDF) of the system show that they can be obtained from each other. Besides, the PDFs can also describe the stationary distribution related to the nonextensive statistical mechanics (Tsallis distribution). (C) 2019 Elsevier B.V. All rights reserved.
引用
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页数:6
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