Evolution of the system with multiplicative noise
Electronic Archive of Sumy State University
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Evolution of the system with multiplicative noise
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| Creator |
Oliemskoi, Oleksandr Ivanovych
Олемской, Александр Иванович Олємской, Олександр Іванович Kharchennko, D.O. |
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| Subject |
Stochastic system
Order parameter Correlator |
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| Description |
The governed equations for the order parameter, one- and two-time correlators are obtained for systems with white multiplicative noise. We consider the noise whose amplitude depends on stochastic variable as xa where 0
an anomalous average of the power-law function with the fractional exponent 2a. Determination of this average for the stochastic system with a self-similar phase space is performed. It is shown that at a>1/2, when the system is disordered, the correlator behaves in the course of time non-monotonically, whereas the autocorrelator increases monotonically. At a<1/2 the phase portrait of the system divides into two domains: at small initial values of the order parameter, the system evolves to a disordered state, as above; within the ordered domain it is attracted to the point with finite values of the autocorrelator and order parameter. The long-time asymptotes are defined to show that, within the disordered domain, the autocorrelator decays hyperbolically and the order parameter behaves as a power-law function with fractional exponent −2(1 − a). Correspondingly, within the ordered domain, the behaviour of both dependencies is exponential with an index proportional to −tlnt.
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| Publisher |
Physica A
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| Date |
2011-02-21T09:25:02Z
2011-02-21T09:25:02Z 2001 |
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| Type |
Article
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| Identifier |
Olemskoy, A.I. Evolution of the system with multiplicative noise [Текст] / A.I. Olemskoy, D.O. Kharchennko // Physica A. — 2001. — vol.293. — pp. 178-188
http://essuir.sumdu.edu.ua/handle/123456789/3036 |
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| Language |
en
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