多于两个变量的拟势:漂移平衡点处的新评估
概率论
2021-09-29 v2
摘要
平衡点附近的相关拟势由一个新的线性矩阵方程确定,其未知数少于现有(可能非线性)方程。这也保证了Fokker-Planck方程的渐近满足,甚至由于噪声强度中的第二项而全局满足。此外,还推导了逃逸问题的一个辅助结果。
关键词
引用
@article{arxiv.1206.4497,
title = {Quasipotentials with more than two variables: new evaluation at equilibrium points of the drift},
author = {Dietrich Ryter},
journal= {arXiv preprint arXiv:1206.4497},
year = {2021}
}
备注
Some results of arXiv.org/abs/1204.4681 are extended to more than 2 variables. Former title: "Nonminimum quasipotentials for the actual weak noise solution of Fokker-Planck equations"