Effects of parametric noise on a nonlinear oscillator

Kirone Mallick; Philippe Marcq

doi:10.1016/S0378-4371(03)00200-0

Effects of parametric noise on a nonlinear oscillator

Kirone Mallick
, Philippe Marcq

Institut Pierre Simon Laplace, CNRS and CEA
Aix Marseille Université

Résultats de recherche: Contribution à un journal › Article de conférence › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	213-219
Nombre de pages	7
journal	Physica A: Statistical Mechanics and its Applications
Volume	325
Numéro de publication	1-2
Les DOIs	https://doi.org/10.1016/S0378-4371(03)00200-0
état	Publié - 1 juil. 2003
Modification externe	Oui
Evénement	Stochastic Systems:From Randomness to Complexity - Erice, Italie Durée: 26 juil. 2002 → 1 août 2002

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10.1016/S0378-4371(03)00200-0

Contient cette citation

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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.",

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AU - Marcq, Philippe

PY - 2003/7/1

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N2 - 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.

AB - 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.

KW - Langevin dynamics

KW - Multiplicative noise

KW - Nonlinear oscillations

U2 - 10.1016/S0378-4371(03)00200-0

DO - 10.1016/S0378-4371(03)00200-0

M3 - Conference article

AN - SCOPUS:0037671484

SN - 0378-4371

VL - 325

SP - 213

EP - 219

JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

IS - 1-2

T2 - Stochastic Systems:From Randomness to Complexity

Y2 - 26 July 2002 through 1 August 2002

ER -

Effects of parametric noise on a nonlinear oscillator

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