Oscillator with multiplicative noise

M. Gitterman

doi:10.1117/12.608083

23 May 2005 Oscillator with multiplicative noise (Invited Paper)

M. Gitterman

Proceedings Volume 5846, Noise and Information in Nanoelectronics, Sensors, and Standards III; (2005) https://doi.org/10.1117/12.608083
Event: SPIE Third International Symposium on Fluctuations and Noise, 2005, Austin, Texas, United States

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

Citation Download Citation

M. Gitterman "Oscillator with multiplicative noise (Invited Paper)", Proc. SPIE 5846, Noise and Information in Nanoelectronics, Sensors, and Standards III, (23 May 2005); https://doi.org/10.1117/12.608083

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