Probability distributions for one component equations with multiplicative noise

Physics – Condensed Matter

Scientific paper

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15 pages Revtex 3.0 and epsf. One postcript figure. Use uufiles to decode

Scientific paper

10.1016/0378-4371(94)00055-7

Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component version of this problem is studied. The steady state probability distribution is classified into two different types of behavior. One class has power law tails and the other is of the form of an exponential to a power law. The value of the power law exponent is determined analytically for models having colored gaussian noise. It is found to only depend on the power spectrum of the noise at zero frequency. When non-gaussian noise is considered it is shown that stretched exponential tails are possible. An intuitive understanding of the results is found and makes use of the Lyapunov exponents for these systems.

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