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Title | Exactly solvable nonlinear model with two multiplicative Gaussian colored noises |
Authors |
Vitrenko, Andrii Mykolaiovych
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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 |
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. |
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File | Size | Format | Downloads |
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Vitrenko_PhysA.pdf | 252,28 kB | Adobe PDF | -260578493 |
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