A nonlinear oscillator with parametric coloured noise: some analytical results

DOI10.1088/0305-4470/38/26/006zbMATH Open1074.70014arXivcond-mat/0501640OpenAlexW2064787616MaRDI QIDQ5316093FDOQ5316093

Authors: Kirone Mallick, Philippe Marcq 

Publication date: 12 September 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Abstract: The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as compared to the energy. Thus, an effective stochastic dynamics for the energy can be derived if the angular variable is averaged out. However, the standard elimination procedure, performed earlier for a Gaussian white noise, fails when the noise is colored because of correlations between the noise and the fast angular variable. We develop here a specific averaging scheme that retains these correlations. This allows us to calculate the probability distribution function (P.D.F.) of the system and to derive the behavior of physical observables in the long time limit.

Full work available at URL: https://arxiv.org/abs/cond-mat/0501640

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zbMATH Keywords

averagingfast angular variablemultiplicative Ornstein-Uhlenbeck noise

Mathematics Subject Classification ID

Forced motions for nonlinear problems in mechanics (70K40) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Random vibrations in mechanics of particles and systems (70L05)

Cited In (10)

• Effects of parametric noise on a nonlinear oscillator
• Effective long-time phase dynamics of limit-cycle oscillators driven by weak colored noise
• On the stochastic pendulum with Ornstein–Uhlenbeck noise
• An oscillator driven by algebraically decorrelating noise
• Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise
• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Brownian parametric oscillator: analytical results for a high-frequency driving field
• Dynamic response and bifurcation for Rayleigh-Liénard oscillator under multiplicative colored noise
• A quasi-Gaussian approximation method for the Duffing oscillator with colored additive random excitation
• Modified stochastic linearization technique for colored noise excitation of Duffing oscillator

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