A generalized Cauchy process having cubic nonlinearity

Autor:	Hidetoshi Konno, Yoshiyasu Tamura
Rok vydání:	2011
Předmět:	Maple Mathematical optimization Estimation theory Turbulence Multiplicative function Mathematical analysis Statistical and Nonlinear Physics Term (logic) engineering.material Cauchy process Moment (mathematics) Nonlinear system engineering Mathematical Physics Mathematics
Zdroj:	Reports on Mathematical Physics. 67:179-195
ISSN:	0034-4877
DOI:	10.1016/s0034-4877(11)00011-5
Popis:	A generalized Cauchy process with a cubic nonlinear term (a nonlinear friction) is studied under the influence of independent multiplicative and additive Gaussian-white noises. Three methods of parameter estimation (i.e. the maximum likelihood, the moment and the log-amplitude moment) are presented in detail. The effect of nonlinearity-noise mterplay associated with the nonlinear friction under the influences of both multiplicative and additive noises are discussed in conjunction with fluctuation-dissipation theorem. The physical significance of nonlinear friction is demonstrated with the use of time series data in economics and fluid turbulence.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44e07bce00dcaa74796ee8d515f91fbc https://doi.org/10.1016/s0034-4877(11)00011-5 Zobrazit plný text záznamu Full Text from ScienceDirect