Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties

Autor:	A.V. Kargovsky, Bernardo Spagnolo, E. I. Anashkina, O. A. Chichigina, Davide Valenti
Přispěvatelé:	Kargovsky, A., Chichigina, O., Anashkina, E., Valenti, D., Spagnolo, B.
Jazyk:	angličtina
Rok vydání:	2015
Předmět:	Statistics and Probability Steady state Noise spectral density Shot noise White noise Condensed Matter Physic Multiplicative noise Pulse (physics) Langevin equation Statistics Statistical physics Noise (radio) Mathematics Statistical and Nonlinear Physic
Popis:	The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady state. The analytical results are in good agreement with the numerical ones.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4daba6869c8729be18b51fa63c116d48 http://hdl.handle.net/10447/155551 Zobrazit plný text záznamu