Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise (Q2487831)

The authors study the growing behavior of a nonlinear oscillator described by the Langevin equation: \(d^2/dt^2x(t)+x(t)^{2n-1}=\xi(t)\) \((n>2)\). The case of \(\xi(t)\) being a Gaussian white noise was well studied before by the authors [cf. Phys. Rev. E 66, 041113 (2002); and Eur. Phys. J. B 31, No. 4, 553--561 (2003)]. Now the authors consider \(\xi(t)\) be an Ornstein-Uhlenbeck noise with zero mean and \(\langle\xi(t) \xi(t')\rangle=D/2\tau\exp(-|t-t'|/\tau)\), and extend also the system to the weakly dissipative system with a term \(\gamma dx(t)/dt\) introduced on the right-hand side of the equation. Based on a recursive adiabatic elimination scheme, a reduced effective Langevin dynamics for the slow action variable is obtained after averaging out the fast angular variable. In the case of \(\gamma=0\), it is shown that the physical observables \(\langle x^2\rangle\), \(\langle\dot x^2\rangle\) etc. grow algebraically with the associated anomalous scaling exponents which are also calculated for \(n=2,3\), and 4. In the small dissipative case \((\gamma\tau\ll 1)\), the expression is derived for the stationary probability distribution function of the oscillator, which differs from the canonical Gibbs-Boltzmann distribution. It is pointed that the case of the intermediate dissipation regime still remains to be done.