Suppression of Growth by Multiplicative White Noise in a Parametric Resonant System

The growth of the amplitude in a Mathieu-like equation with multiplicative white noise is studied. To obtain an approximate analytical expression for the exponent at the extremum on parametric resonance regions, a time-interval width is introduced. To determine the exponents numerically, the stochas...

Full description

Saved in:
Bibliographic Details
Published inBrazilian journal of physics Vol. 45; no. 1; pp. 112 - 119
Main Author Ishihara, Masamichi
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.02.2015
Subjects
Online AccessGet full text

Cover

Loading…
More Information
Summary:The growth of the amplitude in a Mathieu-like equation with multiplicative white noise is studied. To obtain an approximate analytical expression for the exponent at the extremum on parametric resonance regions, a time-interval width is introduced. To determine the exponents numerically, the stochastic differential equations are solved by a symplectic numerical method. The Mathieu-like equation contains a parameter α determined by the intensity of noise and the strength of the coupling between the variable and noise; without loss of generality, only non-negative α can be considered. The exponent is shown to decrease with α , reach a minimum and increase after that. The minimum exponent is obtained analytically and numerically. As a function of α , the minimum at α ≠0, occurs on the parametric resonance regions of α =0. This minimum indicates suppression of growth by multiplicative white noise.
ISSN:0103-9733
1678-4448
DOI:10.1007/s13538-014-0290-y