IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v245y1997i3p503-516.html
   My bibliography  Save this article

Matricial formulation of transient stochastic dynamics driven by Gaussian colored noise

Author

Listed:
  • Jiménez-Aquino, J.I.

Abstract

In Physica A 237 (1997) 113, we have proposed in terms of Gaussian white noise (GWN) a generalized method, in terms of eigenfunctions and eigenvalues, of the quasideterministic (QD) approach and its connection with the nonlinear relaxation times (NLRT) to describe the transient stochastic dynamics of multivariate systems. Contrary to what happens with the standard formulation of QD approach, the generalized theory is focused on those unstable systems, which are not necessarily derived from a potential function. In the present work, we extend the generalized method to the case of Gaussian colored noise (GCN). The coupling between the noise and the initial state of the system, as a natural effect in colored noise problem, is also addressed. To justify the theory, we study the same two analytical models, in two and three variables, of the preceding reference and calculate the time scales associated with those models.

Suggested Citation

  • Jiménez-Aquino, J.I., 1997. "Matricial formulation of transient stochastic dynamics driven by Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 245(3), pages 503-516.
    • Handle: RePEc:eee:phsmap:v:245:y:1997:i:3:p:503-516
    DOI: 10.1016/S0378-4371(97)00325-7
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437197003257
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/S0378-4371(97)00325-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. De Pasquale, F. & Tartaglia, P. & Tombesi, P., 1979. "Transient laser radiation as a stochastic process near an instability point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 99(3), pages 581-591.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dekker, H., 1980. "Critical dynamics the expansion of the master equation including a critical point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 55-79.
    2. Jiménez-Aquino, J.I., 1996. "The characteristic times of the transient stochastic dynamics with time-dependent control parameters distributed initial conditions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 229(3), pages 444-460.
    3. Suzuki, Masuo & Liu, Yong & Tsuno, Takashi, 1986. "Revisit to the scaling theory of transient phenomena — Generalization to correlated noise and singular perturbation expansion up to infinite order," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 138(3), pages 433-455.
    4. Jiménez-Aquino, J.I., 1997. "Multivariate formulation of transient stochastic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 237(1), pages 113-122.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:245:y:1997:i:3:p:503-516. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.