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dc.contributor.authorHernández Machado, Auroracat
dc.contributor.authorSan Miguel Ruibal, Maximinocat
dc.description.abstractWe study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an OrnsteinUhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.eng
dc.format.extent10 p.-
dc.publisherAmerican Institute of Physics-
dc.relation.isformatofReproducció del document proporcionada per AIP i
dc.relation.ispartofJournal of Mathematical Physics, 1984, vol. 25, p. 1066-1075-
dc.rights(c) American Institute of Physics, 1984-
dc.sourceArticles publicats en revistes (Física Quàntica i Astrofísica)-
dc.subject.classificationMatemàtica aplicadacat
dc.subject.classificationSistemes no linealscat
dc.subject.classificationProcessos estocàsticscat
dc.subject.otherApplied mathematicseng
dc.subject.otherNonlinear systemseng
dc.subject.otherStochastic processeseng
dc.titleDynamical properties of nonmarkovian stochastic differential equationseng
Appears in Collections:Articles publicats en revistes (Física Quàntica i Astrofísica)

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