Abstract
We study the transient and stationary behavior of many-particle systems in terms of multivariate OrnsteinUhlenbeck processes with friction and diffusion coefficients that depend nonlinearly on process mean fields. Mean-field approximations of this kind of system are derived in terms of Fokker-Planck equations. In such systems, multiple stationary solutions as well as bifurcations of stationary solutions may occur. In addition, strictly monotonically decreasing steady-state autocorrelation functions that decay faster than exponential functions are found, which are used to describe the erratic motion of the center of pressure during quiet standing.
Original language | English |
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Article number | 011905 |
Pages (from-to) | 1-16 |
Number of pages | 16 |
Journal | Physical Review E |
Volume | 63 |
Issue number | 1 |
Early online date | 21 Dec 2000 |
DOIs | |
Publication status | Published - Jan 2001 |