2 research outputs found
Anomalous diffusion in a random nonlinear oscillator due to high frequencies of the noise
We study the long time behaviour of a nonlinear oscillator subject to a
random multiplicative noise with a spectral density (or power-spectrum) that
decays as a power law at high frequencies. When the dissipation is negligible,
physical observables, such as the amplitude, the velocity and the energy of the
oscillator grow as power-laws with time. We calculate the associated scaling
exponents and we show that their values depend on the asymptotic behaviour of
the external potential and on the high frequencies of the noise. Our results
are generalized to include dissipative effects and additive noise.Comment: Expanded version of Proceedings StatPhys-Kolkata V