Effects of parametric noise on a nonlinear oscillator

被引：8
|
作者：
Mallick, K [1 ]
Marcq, P
机构：
[1] Ctr Etud Saclay, Serv Phys Theor, F-91191 Gif Sur Yvette, France
[2] Univ Aix Marseille 1, Inst Rech Phenomenes Hors Equilibre, F-13384 Marseille 13, France
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2003年 / 325卷 / 1-2期
关键词：
Langevin dynamics; multiplicative noise; nonlinear oscillations;
D O I：
10.1016/S0378-4371(03)00200-0
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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. (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：213 / 219
页数：7
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