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Fractional oscillator driven by a Gaussian noise

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  • Drozdov, A.D.

Abstract

The time-dependent response is studied of a fractional oscillator driven by a Gaussian white noise. Applying the method of characteristic functionals combined with the technique of integral transforms, we derive explicit formulas for the variances of position and velocity and the asymptotic power spectrum of the oscillator. The effects of the order of fractional derivative on statistical characteristics of the oscillator are analyzed numerically.

Suggested Citation

  • Drozdov, A.D., 2007. "Fractional oscillator driven by a Gaussian noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 237-245.
    • Handle: RePEc:eee:phsmap:v:376:y:2007:i:c:p:237-245
    DOI: 10.1016/j.physa.2006.10.060
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    References listed on IDEAS

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    1. Cáceres, Manuel O, 2000. "The rigid rotator with Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(1), pages 140-145.
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    7. Narahari Achar, B.N. & Hanneken, John W. & Clarke, T., 2002. "Response characteristics of a fractional oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 309(3), pages 275-288.
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