MONTE-CARLO SIMULATION OF NONLINEAR STOCHASTIC-PROCESSES - NOISE-INDUCED LONG-TIME TAIL AND ITS UNIVERSALITY

被引：3

作者：

SASAGAWA, F ^{[1
]}

MIYASHITA, S ^{[1
]}

SUZUKI, M ^{[1
]}

机构：

[1] UNIV TOKYO,DEPT PHYS,TOKYO 113,JAPAN

来源：

PROGRESS OF THEORETICAL PHYSICS | 1985年 / 74卷 / 05期

关键词：

D O I：

10.1143/PTP.74.1013

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页码：1013 / 1021

页数：9

共 17 条

[1] ON THE INFLUENCE OF WEAK ADDITIVE NOISE ON THE LONG-TIME BEHAVIOR OF THE CORRELATION-FUNCTIONS FOR MULTIPLICATIVE STOCHASTIC-PROCESSES [J].

BRAND, HR .

PROGRESS OF THEORETICAL PHYSICS, 1984, 72 (06) :1255-1257

[2] NON-LINEAR DYNAMICS OF SYSTEMS COUPLED WITH EXTERNAL NOISE - SOME EXACT RESULTS [J].

BRENIG, L ;

BANAI, N .

PHYSICA D, 1982, 5 (2-3) :208-226

[3] CARLEMAN IMBEDDING OF MULTIPLICATIVE STOCHASTIC-PROCESSES [J].

GRAHAM, R ;

SCHENZLE, A .

PHYSICAL REVIEW A, 1982, 25 (03) :1731-1754

[4] REMARKS ON EXISTENCE OF NOISE-INDUCED LONG-TIME TAIL [J].

HAMADA, Y ;

MUTO, K .

PROGRESS OF THEORETICAL PHYSICS, 1983, 69 (02) :451-463

[5] RELAXATION OF SYSTEMS UNDER THE EFFECT OF A COLORED NOISE - EXACTLY SOLUBLE MODELS [J].

ISHII, K ;

KITAHARA, K .

PROGRESS OF THEORETICAL PHYSICS, 1982, 68 (02) :665-668

[6] AN EXACT EXPRESSION FOR THE AVERAGE VALUE OF THE POPULATION GOVERNED BY THE STOCHASTIC VERHULST EQUATION [J].

MORITA, A .

JOURNAL OF CHEMICAL PHYSICS, 1982, 76 (08) :4191-4194

[7] ANALYTICAL AND NUMERICAL-STUDIES OF MULTIPLICATIVE NOISE [J].

SANCHO, JM ;

MIGUEL, MS ;

KATZ, SL ;

GUNTON, JD .

PHYSICAL REVIEW A, 1982, 26 (03) :1589-1609

[8] CRITICAL SLOWING DOWN IN RANDOM GROWING-RATE MODELS WITH GENERAL 2 LEVEL MARKOV NOISE [J].

SASAGAWA, F .

PROGRESS OF THEORETICAL PHYSICS, 1983, 69 (03) :790-800

[9]

SASAGAWA F, 1982, THESIS U TOKYO

[10]

Stratonovich R. L., 1966, SIAM J CONTROL, V4, P362, DOI DOI 10.1137/0304028

← 1 2 →