Damped finite-time singularity driven by noise.
We consider the combined influence of linear damping and noise on a dynamical finite-time singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time singularity and replaces it by a first-passage-time distribution or absorbing state distribution with a peak at the singularity and a long time tail. The damping introduces a characteristic cross-over time. In the early time regime the probability distribution and first-passage-time distribution show a power law behavior with scaling exponent depending on the ratio of the nonlinear coupling strength to the noise strength. In the late time regime the behavior is controlled by the damping. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.
Fogedby
Hans C
HC
Institute of Physics and Astronomy, University of Aarhus, DK-8000 Aarhus C, Denmark. fogedby@phys.au.dk