ABSTRACT
A study of nonstationary processes that are integrals of stationary random sequences of delta pulses is presented. An integrated renewal process can be represented as the sum of a deterministic linear function of time and a Wiener process of the corresponding intensity. This intensity is determined by the mean value and variance of the waiting times of the pulse process and is greater for super-Poisson processes than for sub-Poisson ones. Linear growth over time of all cumulants is proved. An integrated random process with fixed time intervals can be replaced by the sum of a deterministic linear function and a random process with bounded variance. The analytical results are in good agreement with the numerical ones.
ABSTRACT
An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity. The dependence of statistical moments of the variable that characterizes the system on parameters of the problem is studied. A nontrivial decrease in the mean value of the main variable with an increase in noise stochasticity is revealed. Applications of the results in several physical, chemical, biological, and technical problems of natural and humanitarian sciences are discussed.
ABSTRACT
The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady state. The analytical results are in good agreement with the numerical ones.
ABSTRACT
Processes that are far both from equilibrium and from phase transition are studied. It is shown that a process with mean velocity that exhibits power-law growth in time can be analyzed using the Langevin equation with multiplicative noise. The solution to the corresponding Fokker-Planck equation is derived. Results of the numerical solution of the Langevin equation and simulation of the motion of particles in a billiard system with a time-dependent boundary are presented.
ABSTRACT
A system that exhibits nonlinear oscillations in the presence of low friction and weak fluctuations is considered. An expression for the mean density of level crossings whose duration exceeds a certain value is derived under the assumption of the high Q factor of the oscillations.
