Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2005-01-26
Physics
Condensed Matter
Statistical Mechanics
Scientific paper
10.1088/0305-4470/38/26/006
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as compared to the energy. Thus, an effective stochastic dynamics for the energy can be derived if the angular variable is averaged out. However, the standard elimination procedure, performed earlier for a Gaussian white noise, fails when the noise is colored because of correlations between the noise and the fast angular variable. We develop here a specific averaging scheme that retains these correlations. This allows us to calculate the probability distribution function (P.D.F.) of the system and to derive the behavior of physical observables in the long time limit.
Mallick Kirone
Marcq Philippe
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