English

Suppression of growth by multiplicative white noise in a parametric resonant system

Statistical Mechanics 2017-12-12 v7 Other Condensed Matter

Abstract

The author studied the growth of the amplitude in a Mathieu-like equation with multiplicative white noise. The approximate value of the exponent at the extremum on parametric resonance regions was obtained theoretically by introducing the width of time interval, and the exponents were calculated numerically by solving the stochastic differential equations by a symplectic numerical method. The Mathieu-like equation contains a parameter α\alpha that is determined by the intensity of noise and the strength of the coupling between the variable and the noise. The value of α\alpha was restricted not to be negative without loss of generality. It was shown that the exponent decreases with α\alpha, reaches a minimum and increases after that. It was also found that the exponent as a function of α\alpha has only one minimum at α0\alpha \neq 0 on parametric resonance regions of α=0\alpha = 0. This minimum value is obtained theoretically and numerically. The existence of the minimum at α0\alpha \neq 0 indicates the suppression of the growth by multiplicative white noise.

Keywords

Cite

@article{arxiv.0704.3476,
  title  = {Suppression of growth by multiplicative white noise in a parametric resonant system},
  author = {Masamichi Ishihara},
  journal= {arXiv preprint arXiv:0704.3476},
  year   = {2017}
}

Comments

The title and the description in the manuscript are changed