Generalized Lyapunov exponents of the random harmonic oscillator: cumulant expansion approach.
Phys Rev E Stat Nonlin Soft Matter Phys
; 85(2 Pt 1): 021124, 2012 Feb.
Article
em En
| MEDLINE
| ID: mdl-22463169
The cumulant expansion is used to estimate generalized Lyapunov exponents of the random-frequency harmonic oscillator. Three stochastic processes are considered: Gaussian white noise, Ornstein-Uhlenbeck, and Poisson shot noise. In some cases, nontrivial numerical difficulties arise. These are mostly solved by implementing an appropriate importance-sampling Monte Carlo scheme. We analyze the relation between random-frequency oscillators and many-particle systems with pairwise interactions like the Lennard-Jones gas.
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01-internacional
Base de dados:
MEDLINE
Assunto principal:
Oscilometria
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Modelos Estatísticos
Tipo de estudo:
Clinical_trials
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Risk_factors_studies
Idioma:
En
Revista:
Phys Rev E Stat Nonlin Soft Matter Phys
Assunto da revista:
BIOFISICA
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FISIOLOGIA
Ano de publicação:
2012
Tipo de documento:
Article
País de afiliação:
Brasil
País de publicação:
Estados Unidos