Títol:
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Relaxation time of processes driven by multiplicative noise
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Autor/a:
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Hernández Machado, Aurora; San Miguel Ruibal, Maximino; Sancho, José M.
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Altres autors:
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Universitat de Barcelona |
Abstract:
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We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function. |
Matèries:
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-Soroll -Fluctuacions (Física) -Termodinàmica estadística -Noise -Equations |
Drets:
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(c) The American Physical Society, 1984
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Tipus de document:
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Article Article - Versió publicada |
Publicat per:
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The American Physical Society
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