Título:
|
Relaxation time of processes driven by multiplicative noise
|
Autor/a:
|
Hernández Machado, Aurora; San Miguel Ruibal, Maximino; Sancho, José M.
|
Otros autores:
|
Universitat de Barcelona |
Abstract:
|
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. |
Materia(s):
|
-Soroll -Fluctuacions (Física) -Termodinàmica estadística -Noise -Equations |
Derechos:
|
(c) The American Physical Society, 1984
|
Tipo de documento:
|
Artículo Artículo - Versión publicada |
Editor:
|
The American Physical Society
|
Compartir:
|
|