Exactly solvable nonlinear model with two multiplicative Gaussian colored noises

被引：5

作者：

Vitrenko, AN ^{[1
]}

机构：

[1] Sumy State Univ, Dept Mech & Math, UA-40007 Sumy, Ukraine

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2006年 / 359卷

关键词：

colored noises; Gaussian processes; statistical properties; anomalous diffusion;

D O I：

10.1016/j.physa.2005.04.036

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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 vertical bar x vertical bar(alpha). 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. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：65 / 74

页数：10

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