Anomalous diffusion in nonlinear oscillators with multiplicative noise

Details Anomalous diffusion in nonlinear oscillators with multiplicative noise Anomalous diffusion in nonlinear oscillators with multiplicative noise

2002-10-04

arxiv.org/abs/cond-mat/0210105v1

Phys. Rev. E Vol. 66, 041113 (2002)

Physics

Condensed Matter

Statistical Mechanics

22 pages, 20 figures, extended version of a paper to be published in Physical Review E

Scientific paper

10.1103/PhysRevE.66.041113

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy, root-mean-square position and velocity, grow algebraically with time. The scaling exponents and associated generalized diffusion constants are calculated when the oscillator's potential energy grows as a power of its position. Correlated noise yields anomalous diffusion exponents equal to half the value found for white noise.

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