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Title Exactly solvable nonlinear model with two multiplicative Gaussian colored noises
Authors Vitrenko, Andrii Mykolaiovych
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
License
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)

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