Fractional oscillator driven by a Gaussian noise

A. D. Drozdov

doi:10.1016/j.physa.2006.10.060

Fractional oscillator driven by a Gaussian noise

A. D. Drozdov

Department of Chemical Engineering

Research output: Contribution to journal › Article › peer-review

12 Scopus citations

Abstract

The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.

Original language	English
Pages (from-to)	237-245
Number of pages	9
Journal	Physica A: Statistical Mechanics and its Applications
Volume	376
Issue number	1-2
DOIs	https://doi.org/10.1016/j.physa.2006.10.060
State	Published - 15 Mar 2007

Keywords

Characteristic functional
Fractional oscillator
White noise

ASJC Scopus subject areas

Statistics and Probability
Condensed Matter Physics

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10.1016/j.physa.2006.10.060

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abstract = "The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.",

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AB - The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.

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KW - Fractional oscillator

KW - White noise

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M3 - Article

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SP - 237

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JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

IS - 1-2

ER -

Fractional oscillator driven by a Gaussian noise

Abstract

Keywords

ASJC Scopus subject areas

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