Delay Fokker-Planck equations, perturbation theory, and data analysis for nonlinear stochastic systems with time delays.

@article{Frank2005DelayFE,
  title={Delay Fokker-Planck equations, perturbation theory, and data analysis for nonlinear stochastic systems with time delays.},
  author={Till D. Frank},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2005},
  volume={71 3  Pt 1},
  pages={031106}
}
  • Till D. Frank
  • Published 2005 in
    Physical review. E, Statistical, nonlinear, and…
We study nonlinear stochastic systems with time-delayed feedback using the concept of delay Fokker-Planck equations introduced by Guillouzic, L'Heureux, and Longtin. We derive an analytical expression for stationary distributions using first-order perturbation theory. We demonstrate how to determine drift functions and noise amplitudes of this kind of systems from experimental data. In addition, we show that the Fokker-Planck perspective for stochastic systems with time delays is consistent… CONTINUE READING

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