Anomalous diffusion in nonlinear oscillators with multiplicative noise.
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest such as the oscillator's mechanical energy, root-mean-square position, and velocity grow algebraically with time. The scaling exponents and associated generalized diffusion constants are calculated when the oscillator's potential energy grows as a power of its position: U(x) approximately x(2n) for |x|--> infinity. Correlated noise yields anomalous diffusion exponents equal to half the value found for white noise.
Mallick
Kirone
K
Service de Physique Théorique, Centre d'Etudes de Saclay, 91191 Gif-sur-Yvette Cedex, France. mallick@spht.saclay.cea.fr
Marcq
Philippe
P