English

Stochastic differential equations with time-delayed feedback and multiplicative noise

Statistical Mechanics 2007-05-23 v1

Abstract

The stochastic differential equation x˙(t)=ax(t)+bx(tτ)+cx(t)ξ(t)\dot{x}(t) = ax(t) + bx(t-\tau) + c x(t) \xi(t) with a time-delayed feedback and a multiplicative Gaussian noise is shown to be related to Kardar-Parisi-Zhang universality class of growing surfaces.

Cite

@article{arxiv.cond-mat/0703301,
  title  = {Stochastic differential equations with time-delayed feedback and multiplicative noise},
  author = {Silvio R. Dahmen and Haye Hinrichsen},
  journal= {arXiv preprint arXiv:cond-mat/0703301},
  year   = {2007}
}

Comments

11 pages, 4 figures