TY - JOUR
T1 - Non-Markovian stationary probability density for a harmonic oscillator in an electromagnetic field
AU - Jiménez-Aquino, J. I.
AU - Romero-Bastida, M.
PY - 2012/12/12
Y1 - 2012/12/12
N2 - We calculate the exact solution of the Fokker-Planck equation for the stationary-state probability density of a harmonic oscillator embedded in an electromagnetic field. The magnetic field is assumed to be a constant and the electric field an external stochastic force with the properties of a Gaussian and exponentially correlated noise (Ornstein-Uhlenbeck process). In this work, we first study the problem in the absence of the magnetic field, then we obtain the complete solution and corroborate that the latter reduces to the former when the magnetic field is suppressed.
AB - We calculate the exact solution of the Fokker-Planck equation for the stationary-state probability density of a harmonic oscillator embedded in an electromagnetic field. The magnetic field is assumed to be a constant and the electric field an external stochastic force with the properties of a Gaussian and exponentially correlated noise (Ornstein-Uhlenbeck process). In this work, we first study the problem in the absence of the magnetic field, then we obtain the complete solution and corroborate that the latter reduces to the former when the magnetic field is suppressed.
UR - http://www.scopus.com/inward/record.url?scp=84871731226&partnerID=8YFLogxK
U2 - 10.1103/PhysRevE.86.061115
DO - 10.1103/PhysRevE.86.061115
M3 - Artículo
C2 - 23367901
SN - 1539-3755
VL - 86
JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
IS - 6
M1 - 061115
ER -