Fractional oscillator driven by a Gaussian noise

A.D. Drozdov

Physica A: Statistical Mechanics and its Applications, 2007, vol. 376, issue C, 237-245

Abstract: The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.

Keywords: Fractional oscillator; White noise; Characteristic functional (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:376:y:2007:i:c:p:237-245

DOI: 10.1016/j.physa.2006.10.060

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