PMID: 11909027Mar 23, 2002Paper

Statistical properties of a class of nonlinear systems driven by colored multiplicative Gaussian noise

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
S I Denisov, W Horsthemke

Abstract

We derive the time-dependent univariate and bivariate probability distribution function for an overdamped system with a quadratic potential driven by colored Gaussian noise, whose amplitude depends on the system state x as [x](alpha). Particular attention is paid to the effect of the correlation function of the noise on the statistical properties of the system. We obtain exact expressions for the fractional moments as well as the correlation function of the system and calculate the fractal dimension. We also consider the special case of a constant potential and determine the criteria for anomalous diffusion and stochastic localization of free particles.

References

May 9, 1997·Science·R D Astumian
Jan 15, 1992·Physical Review. a·J Masoliver
Jan 15, 1992·Physical Review. a·K G Wang
May 1, 1993·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·J Heinrichs
Apr 1, 1995·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·J Masoliver, K G Wang
Jun 1, 1996·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·J M PorrJ Masoliver
Sep 6, 1993·Physical Review Letters·M O Magnasco
Mar 14, 1994·Physical Review Letters·R D Astumian, M Bier
May 9, 1994·Physical Review Letters·C R DoeringJ Riordan
Feb 12, 1996·Physical Review Letters·R BartussekP Hänggi
Oct 6, 2000·Physical Review Letters·M N PopescuF Family
Oct 14, 2000·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·F Lillo, R N Mantegna
Oct 25, 2000·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·A H SatoY Sawada
Jan 4, 2001·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·S I Denisov, W Horsthemke
Apr 20, 2001·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·G P Saracco, E V Albano
Apr 24, 2002·Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics·S C Manrubia, D H Zanette

❮ Previous
Next ❯

Citations

Apr 12, 2006·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·S I DenisovP Hänggi
Dec 13, 2006·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·Edoardo Daly, Amilcare Porporato
Oct 4, 2003·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·J W MiddletonA Longtin
Aug 22, 2002·Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics·S I Denisov, Werner Horsthemke

❮ Previous
Next ❯

Trending Feeds

COVID-19

Coronaviruses encompass a large family of viruses that cause the common cold as well as more serious diseases, such as the ongoing outbreak of coronavirus disease 2019 (COVID-19; formally known as 2019-nCoV). Coronaviruses can spread from animals to humans; symptoms include fever, cough, shortness of breath, and breathing difficulties; in more severe cases, infection can lead to death. This feed covers recent research on COVID-19.

Blastomycosis

Blastomycosis fungal infections spread through inhaling Blastomyces dermatitidis spores. Discover the latest research on blastomycosis fungal infections here.

Nuclear Pore Complex in ALS/FTD

Alterations in nucleocytoplasmic transport, controlled by the nuclear pore complex, may be involved in the pathomechanism underlying multiple neurodegenerative diseases including Amyotrophic Lateral Sclerosis and Frontotemporal Dementia. Here is the latest research on the nuclear pore complex in ALS and FTD.

Applications of Molecular Barcoding

The concept of molecular barcoding is that each original DNA or RNA molecule is attached to a unique sequence barcode. Sequence reads having different barcodes represent different original molecules, while sequence reads having the same barcode are results of PCR duplication from one original molecule. Discover the latest research on molecular barcoding here.

Chronic Fatigue Syndrome

Chronic fatigue syndrome is a disease characterized by unexplained disabling fatigue; the pathology of which is incompletely understood. Discover the latest research on chronic fatigue syndrome here.

Evolution of Pluripotency

Pluripotency refers to the ability of a cell to develop into three primary germ cell layers of the embryo. This feed focuses on the mechanisms that underlie the evolution of pluripotency. Here is the latest research.

Position Effect Variegation

Position Effect Variagation occurs when a gene is inactivated due to its positioning near heterochromatic regions within a chromosome. Discover the latest research on Position Effect Variagation here.

STING Receptor Agonists

Stimulator of IFN genes (STING) are a group of transmembrane proteins that are involved in the induction of type I interferon that is important in the innate immune response. The stimulation of STING has been an active area of research in the treatment of cancer and infectious diseases. Here is the latest research on STING receptor agonists.

Microbicide

Microbicides are products that can be applied to vaginal or rectal mucosal surfaces with the goal of preventing, or at least significantly reducing, the transmission of sexually transmitted infections. Here is the latest research on microbicides.

Related Papers

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
B C Bag
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
B C Bag
Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
R LiH J Zhu
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
S I DenisovW Horsthemke
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
B C BagD S Ray
© 2022 Meta ULC. All rights reserved