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.
| Original language | English |
|---|---|
| Pages (from-to) | 213-219 |
| Number of pages | 7 |
| Journal | Physica A: Statistical Mechanics and its Applications |
| Volume | 325 |
| Issue number | 1-2 |
| DOIs | |
| Publication status | Published - 1 Jul 2003 |
| Externally published | Yes |
| Event | Stochastic Systems:From Randomness to Complexity - Erice, Italy Duration: 26 Jul 2002 → 1 Aug 2002 |
Keywords
- Langevin dynamics
- Multiplicative noise
- Nonlinear oscillations