Energetics of single-well undamped stochastic oscillators. Mandrysz, M. & Dybiec, B. Physical Review E, 2019. doi abstract bibtex © 2019 American Physical Society. This paper discusses analytical and numerical results for nonharmonic, undamped, single-well, stochastic oscillators driven by additive noises. It focuses on average kinetic, potential, and total energies together with the corresponding distributions under random drivings, involving Gaussian white, Ornstein-Uhlenbeck, and Markovian dichotomous noises. It demonstrates that insensitivity of the average total energy to the single-well potential type, V(x) x2n, under Gaussian white noise does not extend to other noise types. Nevertheless, in the long-time limit (t→), the average energies grow as power law with exponents dependent on the steepness of the potential n. Another special limit corresponds to n→, i.e., to the infinite rectangular potential well, when the average total energy grows as a power law with the same exponent for all considered noise types.
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title = {Energetics of single-well undamped stochastic oscillators},
type = {article},
year = {2019},
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abstract = {© 2019 American Physical Society. This paper discusses analytical and numerical results for nonharmonic, undamped, single-well, stochastic oscillators driven by additive noises. It focuses on average kinetic, potential, and total energies together with the corresponding distributions under random drivings, involving Gaussian white, Ornstein-Uhlenbeck, and Markovian dichotomous noises. It demonstrates that insensitivity of the average total energy to the single-well potential type, V(x) x2n, under Gaussian white noise does not extend to other noise types. Nevertheless, in the long-time limit (t→), the average energies grow as power law with exponents dependent on the steepness of the potential n. Another special limit corresponds to n→, i.e., to the infinite rectangular potential well, when the average total energy grows as a power law with the same exponent for all considered noise types.},
bibtype = {article},
author = {Mandrysz, M. and Dybiec, B.},
doi = {10.1103/PhysRevE.99.012125},
journal = {Physical Review E},
number = {1}
}
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