Fractional oscillator driven by a Gaussian noise

A. D. Drozdov

Research output: Contribution to journalArticlepeer-review

9 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 languageEnglish
Pages (from-to)237-245
Number of pages9
JournalPhysica A: Statistical Mechanics and its Applications
Volume376
Issue number1-2
DOIs
StatePublished - 15 Mar 2007

Keywords

  • Characteristic functional
  • Fractional oscillator
  • White noise

ASJC Scopus subject areas

  • Statistics and Probability
  • Condensed Matter Physics

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