Exactly solvable nonlinear model with two multiplicative Gaussian colored noises

Vitrenko, Andrii Mykolaiovych

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Title	Exactly solvable nonlinear model with two multiplicative Gaussian colored noises
Authors	Vitrenko, Andrii Mykolaiovych
ORCID	http://orcid.org/0000-0002-6315-2023
Keywords	кольорові шуми цветные шумы colored noises гаусівські процеси гауссовские процессы gaussian processes статистичні властивості статистические свойства statistical properties аномальна дифузія аномальная диффузия anomalous diffusion
Type	Article
Date of Issue	2006
URI	http://essuir.sumdu.edu.ua/handle/123456789/38167
Publisher	Elsevier
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Citation	Exactly solvable nonlinear model with two multiplicative Gaussian colored noises [Text] / A.N. Vitrenko // Physica A: Statistical Mechanics and its Applications. – 2006. – Vol. 359. – P. 65-74.
Abstract	An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state x as x and \|x\|^α. An exactly soluble model of a system is constructed due to consideration of a specific relation between noises. Exact expressions for the time-dependent univariate probability distribution function and the fractional moments are derived. Their long-time asymptotic behavior is investigated analytically. It is shown that anomalous diffusion and stochastic localization of particles, not subjected to a restoring force, can occur.
Appears in Collections:	Наукові видання (ЕлІТ)