Exactly solvable nonlinear model with two multiplicative Gaussian colored noises
| dc.contributor.author | Вітренко, Андрій Миколайович | |
| dc.contributor.author | Витренко, Андрей Николаевич | |
| dc.contributor.author | Vitrenko, Andrii Mykolaiovych | |
| dc.date.accessioned | 2014-12-15T13:59:38Z | |
| dc.date.available | 2014-12-15T13:59:38Z | |
| dc.date.issued | 2006 | |
| dc.description | This is a revised personal version of the final text of the article. To view a publisher's version, visit: http://www.sciencedirect.com/science/article/pii/S0378437105004437 | ru_RU |
| dc.description.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. | ru_RU |
| dc.identifier.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. | ru_RU |
| dc.identifier.sici | 0000-0002-6315-2023 | en |
| dc.identifier.uri | http://essuir.sumdu.edu.ua/handle/123456789/38167 | |
| dc.language.iso | en | ru_RU |
| dc.publisher | Elsevier | ru_RU |
| dc.subject | кольорові шуми | ru_RU |
| dc.subject | цветные шумы | ru_RU |
| dc.subject | colored noises | ru_RU |
| dc.subject | гаусівські процеси | ru_RU |
| dc.subject | гауссовские процессы | ru_RU |
| dc.subject | gaussian processes | ru_RU |
| dc.subject | статистичні властивості | ru_RU |
| dc.subject | статистические свойства | ru_RU |
| dc.subject | statistical properties | ru_RU |
| dc.subject | аномальна дифузія | ru_RU |
| dc.subject | аномальная диффузия | ru_RU |
| dc.subject | anomalous diffusion | ru_RU |
| dc.title | Exactly solvable nonlinear model with two multiplicative Gaussian colored noises | ru_RU |
| dc.type | Article | ru_RU |