On the stochastic pendulum with Ornstein-Uhlenbeck noise

Details On the stochastic pendulum with Ornstein-Uhlenbeck noise On the stochastic pendulum with Ornstein-Uhlenbeck noise

2004-07-08

arxiv.org/abs/cond-mat/0407198v1

J. Phys. A Vol. 37, pp. 4769-4785 (2004)

Physics

Condensed Matter

Statistical Mechanics

14 pages, 6 figures

Scientific paper

10.1088/0305-4470/37/17/008

We study a frictionless pendulum subject to multiplicative random noise. Because of destructive interference between the angular displacement of the system and the noise term, the energy fluctuations are reduced when the noise has a non-zero correlation time. We derive the long time behavior of the pendulum in the case of Ornstein-Uhlenbeck noise by a recursive adiabatic elimination procedure. An analytical expression for the asymptotic probability distribution function of the energy is obtained and the results agree with numerical simulations. Lastly, we compare our method to other approximation schemes.

Affiliated with

Also associated with

No associations

Rating

On the stochastic pendulum with Ornstein-Uhlenbeck noise does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the stochastic pendulum with Ornstein-Uhlenbeck noise, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the stochastic pendulum with Ornstein-Uhlenbeck noise will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-222032