Effects of parametric noise on a nonlinear oscillator

Kirone Mallick and Philippe Marcq

Physica A: Statistical Mechanics and its Applications, 2003, vol. 325, issue 1, 213-219

Abstract: We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow algebraically with time before the dissipative time scale is reached, and calculate the associated anomalous diffusion exponents. In the case of colored noise, with a non-zero but arbitrarily small correlation time, the characteristic exponents are modified. We determine their values, thanks to a self-consistent Ansatz.

Keywords: Langevin dynamics; Multiplicative noise; Nonlinear oscillations (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437103002000
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:325:y:2003:i:1:p:213-219

DOI: 10.1016/S0378-4371(03)00200-0

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 ().