Skip to main content
Log in

On the weak-noise limit of Fokker-Planck models

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

The weak-noise limit of Fokker-Planck models leads to a set of nonlinear Hamiltonian canonical equations. We show that the existence of a nonequilibrium potential in the weak-noise limit requires the existence of whiskered tori in the Hamiltonian system and, therefore, the complete integrability of the latter. A specific model is considered, where the Hamiltonian system in the weak-noise limit is not integrable. Two different perturbative solutions are constructed: the first solution describes analytically the breakdown of the whiskered tori due to the appearance of wild séparatrices; the second solution allows the analytic construction of an approximate nonequilibrium potential and an asymptotic expression for the probability density in the steady state.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. H. Haken,Synergetics, An Introduction, 2nd ed. (Springer, Berlin, 1978).

    Google Scholar 

  2. N. G. Van Kampen,Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 1981).

    Google Scholar 

  3. P. Hänggi and H. Thomas,Phys. Rep. 88:207 (1982).

    Google Scholar 

  4. C. W. Gardiner,Handbook of Stochastic Methods (Springer, Berlin, 1982).

    Google Scholar 

  5. H. Risken,The Fokker-Planck Equation (Springer, Berlin, 1983).

    Google Scholar 

  6. R. Graham and A. Schenzle,Phys. Rev. A 23:1302 (1981).

    Google Scholar 

  7. H. E. Schmidt, S. W. Koch, and H. Haug, preprint 1982.

  8. D. Hellwig, thesis, Universität Essen (1982), unpublished.

  9. E. Ben-Jacob, D. J. Bergman, B. J. Matkowsky, and Z. Schuss,Phys. Rev. A 26:2805 (1982).

    Google Scholar 

  10. A. D. Ventsel and M. I. Freidlin,Russ. Math. Surv. 25:1 (1970).

    Google Scholar 

  11. Ju. I. Kifer,Math. USSR Izv. 8:1083 (1974).

    Google Scholar 

  12. D. Ludwig,SIAM Rev. 17:605 (1975).

    Google Scholar 

  13. R. Graham, inFluctuations, Instabilities and Phase Transitions, T. Riste, ed. (Plenum, New York, 1975).

    Google Scholar 

  14. R. Graham and T. Tél,Phys. Rev. Lett. 52:9 (1984).

    Google Scholar 

  15. J. L. Lebowitz and P. G. Bergmann,Ann. Phys. (N.Y.) 1:1 (1957).

    Google Scholar 

  16. V. I. Arnold,Dokl. Akad. Nauk SSSR 156:9 (1964).

    Google Scholar 

  17. M. V. Berry, inTopics in Nonlinear Dynamics, S. Jorna, ed. American Institute of Physics Conference Proceedings, Vol. 46 (Am. Inst. Phys., New York, 1978), pp. 16–120.

    Google Scholar 

  18. R. Graham and A. Schenzle,Z. Phys. B 52:61 (1983).

    Google Scholar 

  19. I. S. Gradshteyn and I. M. Ryzhik,Table of Integrals, Series and Products (Academic Press, New York, 1965).

    Google Scholar 

  20. R. Graham and H. Haken,Z. Phys. 243:289 (1971);245:141 (1971).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

On leave from Institute for Theoretical Physics, Eötvös University, Budapest, Hungary.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Graham, R., Tél, T. On the weak-noise limit of Fokker-Planck models. J Stat Phys 35, 729–748 (1984). https://doi.org/10.1007/BF01010830

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01010830

Key words

Navigation