Abstract
Langevin equations with external non-white noise are considered. A Fokker Planck equation valid in general in first order of the correlation timeτ of the noise is derived. In some cases its validity can be extended to any value ofτ. The effect of a finiteτ in the nonequilibrium phase transitions induced by the noise is analyzed, by means of such Fokker Planck equation, in general, for the Verhulst equation under two different kind of fluctuations, and for a genetic model. It is shown that new transitions can appear and that the threshold value of the parameter can be changed.
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Sancho, J.M., San Miguel, M. External non-white noise and nonequilibrium phase transitions. Z Physik B 36, 357–364 (1980). https://doi.org/10.1007/BF01322159
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DOI: https://doi.org/10.1007/BF01322159