par Altares Menendez, Valentin 
;Nicolis, Grégoire
Référence Journal of Statistical Physics, 46, 1-2, page (191-205)
Publication Publié, 1987
;Nicolis, Grégoire Référence Journal of Statistical Physics, 46, 1-2, page (191-205)
Publication Publié, 1987
Article révisé par les pairs
| Résumé : | A systematic method for obtaining the asymptotic behavior of a dynamical system forced by colored noise in the limit of small intensity is developed. It is based on the search of WKB solutions to the Fokker-Planck equation for the joint probability density of the system and noise, in which the perturbation expansion is continued to the first correction beyond the Hamilton-Jacobi limit. The method can be applied to noise with correlation time of order unity. It is illustrated on the normal form of a pitchfork bifurcation, where it is pointed out that additive noise can induce a shift of the most probable value. This prediction is confirmed by numerical simulation of the stochastic differential equations. © 1987 Plenum Publishing Corporation. |
