کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7376253 | 1480081 | 2018 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Ornstein-Uhlenbeck process with fluctuating damping
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Ornstein-Uhlenbeck process with fluctuating damping Ornstein-Uhlenbeck process with fluctuating damping](/preview/png/7376253.png)
چکیده انگلیسی
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are obtained explicitly, with the expressions of the mean and covariance determined explicitly. Properties of the mean and covariance of the Ornstein-Uhlenbeck process with random damping, in particular the asymptotic behavior, are studied. The effect of the multiplicative noise on the stability property of the resulting processes is investigated.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 492, 15 February 2018, Pages 790-803
Journal: Physica A: Statistical Mechanics and its Applications - Volume 492, 15 February 2018, Pages 790-803
نویسندگان
Chai Hok Eab, S.C. Lim,