Nonlinear dynamics in distributed systems

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a systematic way using Van Kanpen's expansion method for Markov processes. We present some results for both stationary and time-dependent states. Our approach allows the effect of fluctuations to be explored, particularly in finite systems where such processes assume increasing importance.