Scaling behavior of a nonlinear oscillator with additive noise,white and colored |
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Authors: | K Mallick P Marcq |
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Institution: | (1) Service de Physique Théorique, Centre d'études de Saclay, 91191 Gif-sur-Yvette Cedex, France, FR;(2) Institut de Recherche sur les Phénomènes Hors équilibre, Université de Provence, 49 rue Joliot-Curie, BP 146, 13384 Marseille Cedex 13, France, FR |
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Abstract: | We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence
of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time. For Gaussian
white noise, an analytical expression for the probability distribution function of the energy is obtained in the long-time
limit. In the case of colored, Ornstein-Uhlenbeck noise, a self-consistent calculation leads to (different) anomalous diffusion
exponents. Dimensional analysis yields the qualitative behavior of the prefactors (generalized diffusion constants) as a function
of the correlation time.
Received 10 October 2002 Published online 6 March 2003
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ID="a"e-mail: mallick@spht.saclay.cea.fr |
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Keywords: | PACS 05 40 -a Fluctuation phenomena random processes noise and Brownian motion – 05 10 Gg Stochastic analysis methods (Fokker-Planck Langevin etc ) – 05 45 -a Nonlinear dynamics and nonlinear dynamical systems |
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