Exactly solvable nonlinear model with two multiplicative Gaussian colored noises

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dc.creatorVitrenko, A. N.
dc.date2006-02-23
dc.date.accessioned2026-07-07T07:01:53Z
dc.date.available2026-07-07T07:01:53Z
dc.descriptionAn 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/cond-mat/0602535
dc.identifierhttp://arxiv.org/abs/cond-mat/0602535
dc.identifierPhysica A 359 (2006) 65-74
dc.identifierdoi:10.1016/j.physa.2005.04.036
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/108415
dc.subjectStatistical Mechanics
dc.titleExactly solvable nonlinear model with two multiplicative Gaussian colored noises
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