Anomalous diffusion in nonlinear oscillators with multiplicative noise

Kirone Mallick, Philippe Marcq

Research output: Contribution to journalArticlepeer-review

Abstract

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest such as the oscillator’s mechanical energy, root-mean-square position, and velocity grow algebraically with time. The scaling exponents and associated generalized diffusion constants are calculated when the oscillator’s potential energy grows as a power of its position: [formula presented] for [formula presented] Correlated noise yields anomalous diffusion exponents equal to half the value found for white noise.

Original languageEnglish
Pages (from-to)14
Number of pages1
JournalPhysical Review E
Volume66
Issue number4
DOIs
Publication statusPublished - 28 Oct 2002
Externally publishedYes

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