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arXiv 1503.06603cond-mat.stat-mech
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有噪声振子的振幅和相位动力学

Amplitude and phase dynamics of noisy oscillators

Michele Bonnin

摘要:

给出了受伊藤随机微分方程描述的高斯白噪声作用的非线性振子的相位变量和振幅变量的描述。推导出的振幅和相位随机微分方程是严格的,其有效性不限于弱噪声极限。如果噪声强度很小,方程可以有效地解决使用渐近展开。利用伊藤微积分推导出了期望角频率、期望振幅和振幅方差的计算公式。

英文摘要:

A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by Itô stochastic differential equations. The stochastic differential equations derived for the amplitude and the phase are rigorous, and their validity is not limited to the weak noise limit. If the noise intensity is small, the equations can be efficiently solved using asymptotic expansions. Formulas for the expected angular frequency, expected oscillation amplitude and amplitude variance are derived using Itô calculus.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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