Brownian motion of harmonic systems with fluctuating parameters

Bruce J. West, Katja Lindenberg and V. Seshadri

Physica A: Statistical Mechanics and its Applications, 1980, vol. 102, issue 3, 470-488

Abstract: Exact first and second order statistics of a damped mechanical oscillator with a fluctuating frequency and driven by a fluctuating force are obtained. All the cumulants of the fluctuating frequency are assumed to be delta correlated, while those of the driving force are of arbitrary form. The oscillator results depend only on the first and second order statistics of the driving force and on the coefficients of the first and second cumulants of the frequency fluctuations. Thus neither the higher order statistics of the driving force nor the coefficients of the higher cumulants of the frequency fluctuations need to be specified. When the fluctuating quantities are both delta correlated, the dynamics of the correction functions are shown to be independent of the frequency fluctuations.

Date: 1980
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/037843719090177T
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:102:y:1980:i:3:p:470-488

DOI: 10.1016/0378-4371(90)90177-T

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().