Oscillator with multiplicative noise

M. Gitterman

doi:10.1117/12.608083

Oscillator with multiplicative noise

M. Gitterman

Department of Physics - at Bar-Ilan University

Research output: Contribution to journal › Conference article › peer-review

Abstract

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 language	English
Article number	18
Pages (from-to)	142-155
Number of pages	14
Journal	Proceedings of SPIE - The International Society for Optical Engineering
Volume	5846
DOIs	https://doi.org/10.1117/12.608083
State	Published - 2005
Event	Noise and Information in Nanoelectronics, Sensors, and Standards III - Austin, TX, United States Duration: 24 May 2005 → 26 May 2005

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10.1117/12.608083

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abstract = "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.",

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AB - 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.

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Y2 - 24 May 2005 through 26 May 2005

ER -

Oscillator with multiplicative noise

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