Probability Density Function Method for Langevin Equations with Colored Noise

Wang, Peng; Tartakovsky, Alexandre M.; Tartakovsky, Daniel M.

doi:10.1103/PhysRevLett.110.140602

Title: Probability Density Function Method for Langevin Equations with Colored Noise

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Authors:: Wang, Peng; Tartakovsky, Alexandre M.; Tartakovsky, Daniel M.

Publication Date:: 2013-04-02

Sponsoring Org.:: USDOE

OSTI Identifier:: 1104006

Resource Type:: Publisher's Accepted Manuscript

Journal Name:: Physical Review Letters

Additional Journal Information:: Journal Volume: 110; Journal Issue: 14; Journal ID: ISSN 0031-9007

Publisher:: American Physical Society

Country of Publication:: United States

Language:: English

Citation Formats


                    Wang, Peng, Tartakovsky, Alexandre M., and Tartakovsky, Daniel M. Probability Density Function Method for Langevin Equations with Colored Noise.  United States: N. p., 2013. 
Web.  doi:10.1103/PhysRevLett.110.140602.

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                    Wang, Peng, Tartakovsky, Alexandre M., & Tartakovsky, Daniel M. Probability Density Function Method for Langevin Equations with Colored Noise.  United States.  https://doi.org/10.1103/PhysRevLett.110.140602

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                    Wang, Peng, Tartakovsky, Alexandre M., and Tartakovsky, Daniel M. Tue .  
"Probability Density Function Method for Langevin Equations with Colored Noise".  United States.  https://doi.org/10.1103/PhysRevLett.110.140602.

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@article{osti_1104006,

  title        = {Probability Density Function Method for Langevin Equations with Colored Noise},

  author       = {Wang, Peng and Tartakovsky, Alexandre M. and Tartakovsky, Daniel M.},

  abstractNote = {},

  doi          = {10.1103/PhysRevLett.110.140602},

  journal      = {Physical Review Letters},

  number       = 14,

  volume       = 110,

  place        = {United States},

  year         = {2013},

  month        = {4}

}

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