Effect of multiplicative noise on stationary stochastic process

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...

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Bibliographic Details
Published in:Physical review. E 2018-03, Vol.97 (3-1), p.032112-032112, Article 032112
Main Authors: Kargovsky, A V, Chikishev, A Yu, Chichigina, O A
Format: Article
Language:English
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Summary: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.
ISSN:2470-0045
2470-0053
DOI:10.1103/PhysRevE.97.032112