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Anomalous diffusion in nonlinear oscillators with multiplicative noise

Kirone Mallick·Philippe Marcq
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Abstract

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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BibTeXRIS

Kirone Mallick, Philippe Marcq. 2002-10-04. Anomalous diffusion in nonlinear oscillators with multiplicative noise. https://doi.org/10.1103/physreve.66.041113

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