Please use this identifier to cite or link to this item:
https://hdl.handle.net/2445/9344
Title: | Relaxation time of processes driven by multiplicative noise |
Author: | Hernández Machado, Aurora San Miguel Ruibal, Maximino Sancho, José M. |
Keywords: | Soroll Fluctuacions (Física) Termodinàmica estadística Noise Equations |
Issue Date: | 1984 |
Publisher: | The American Physical Society |
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. |
Note: | Reproducció digital del document publicat en format paper, proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevA.29.3388 |
It is part of: | Physical Review A, 1984, vol. 29, núm. 6, p. 3388-3396. |
URI: | https://hdl.handle.net/2445/9344 |
Related resource: | http://dx.doi.org/10.1103/PhysRevA.29.3388 |
ISSN: | 1050-2947 |
Appears in Collections: | Articles publicats en revistes (Física Quàntica i Astrofísica) |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.