Oscillator with multiplicative noise

M. Gitterman

Research output: Contribution to journalConference articlepeer-review


Multiplicative noise in the equation of motion of an overdamped oscillator leads to a series of new effects. These include the shift of stable points and stochastic resonance in linear system, noise enhanced stability and stabilization of metastable states in the non-linear single well model, resonance activation and coherent resonant activation in the non-linear double well model. The classical theoty of Brownian motion is supplemented by its applications to anomalous diffusion and to the special case of Brownian motion near the critical point.

Original languageEnglish
Article number18
Pages (from-to)142-155
Number of pages14
JournalProceedings of SPIE - The International Society for Optical Engineering
StatePublished - 2005
EventNoise and Information in Nanoelectronics, Sensors, and Standards III - Austin, TX, United States
Duration: 24 May 200526 May 2005


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