Evolution of the system with multiplicative noise

DOI10.1016/S0378-4371(00)00601-4MaRDI QIDQ5933063zbMATH OpenOpenAlexFDO

Authors Alexander Olemskoi, D. O. Kharchenko

Publication date 31 May 2001

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9908093

zbMATH Keywords

autocorrelatororder parameterstochastic system

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Abstract: The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^a$ is determined by an exponent $0<a<1$ ($x$ being a stochastic variable). It turns out that equation for autocorrelator includes an anomalous average of the power-law function with the fractional exponent $2a$. Determination of this average for the stochastic system with a self-similar phase space is performed. It is shown that at $a>1/2$, when the system is disordered, the correlator behaves non-monotonically in the course of time, whereas the autocorrelator is increased monotonically. At $a<1/2$ the phase portrait of the system evolution divides into two domains: at small initial values of the order parameter, the system evolves to a disordered state, as above; within the ordered domain it is attracted to the point having the finite values of the autocorrelator and order parameter. The long-time asymptotes are defined to show that, within the disordered domain, the autocorrelator decays hyperbolically and the order parameter behaves as the power-law function with fractional exponent $-2(1-a)$. Correspondingly, within the ordered domain, the behavior of both dependencies is exponential with an index proportional to $-tlnt$.

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Cites work

• scientific article; zbMATH DE number 42590 (Why is no real title available?)
• Possible generalization of Boltzmann-Gibbs statistics.

Cited in

(6)

• Ermakov systems with multiplicative noise
• Self-organized criticality within fractional Lorenz scheme
• Temporal correlations in the Vicsek model with vectorial noise
• Invariant power law distribution of Langevin systems with colored multiplicative noise
• The change of the fractal dimension of the stochastic system with colored multiplicative noise
• The role of multiplicative noise in critical dynamics

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