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首页> 外文期刊>Physica, A. Statistical mechanics and its applications >Exactly solvable nonlinear model with two multiplicative Gaussian colored noises
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Exactly solvable nonlinear model with two multiplicative Gaussian colored noises

机译：具有两个乘性高斯色噪声的精确可解非线性模型

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摘要

An overdamped system with a linear restoring force and two Multiplicative colored noises is considered. Noise amplitudes depend on the system state x as x and vertical bar x vertical bar(alpha). An exactly Soluble model of a system is constructed due to consideration of a specific relation between noises. Exact expressions for the time-dependent univariate probability distribution function and the fractional moments are derived. Their long-time asymptotic behavior is investigated analytically. It is shown that anomalous diffusion and stochastic localization of particles, not Subjected to a restoring force, can occur. (c) 2005 Elsevier B.V. All rights reserved.
机译：考虑具有线性恢复力和两个乘色噪声的过阻尼系统。噪声幅度取决于系统状态x，例如x和垂直线x垂直线（alpha）。由于考虑了噪声之间的特定关系，因此构建了系统的精确可溶模型。得出了与时间有关的单变量概率分布函数和分数矩的精确表达式。分析了它们的长期渐近行为。结果表明，不受恢复力作用的颗粒会发生异常扩散和随机定位。 （c）2005 Elsevier B.V.保留所有权利。

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