Random oscillator with general Gaussian noise

K. Mallick

Physica A: Statistical Mechanics and its Applications, 2007, vol. 384, issue 1, 64-68

Abstract: We study the long time behaviour of a nonlinear oscillator subject to a random multiplicative noise with a spectral density (or power-spectrum) that decays as a power law at high frequencies. When the dissipation is negligible, physical observables, such as the amplitude, the velocity and the energy of the oscillator grow as power-laws with time. We calculate the associated scaling exponents and we show that their values depend on the asymptotic behaviour of the external potential and on the high frequencies of the noise. Our results are generalized to include dissipative effects and additive noise.

Keywords: Langevin dynamics; Multiplicative noise; Nonlinear oscillations (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:384:y:2007:i:1:p:64-68

DOI: 10.1016/j.physa.2007.04.070

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