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On the relaxation of fluctuations in the steady state of the Stratonovich model.

Research output: Contribution to journalJournal article

Published

Journal publication date7/03/1988
JournalJournal of Physics -London- a Mathematical and General
Journal number5
Volume21
Number of pages14
Pages1239-1252
Original languageEnglish

Abstract

A detailed investigation has been carried out of the relaxation of fluctuations in the steady state of the Stratonovich model, also known as the random growing rate model (RGRM). The autocorrelation time of this system, driven by parametric white noise in the linear term, has been measured for an electronic circuit model, computed by digital simulation and calculated by use of a continued fraction expansion method. The results are all consistent with each other, and with those obtained from the matrix continued fraction method of Jung and Risken, provided that explicit account is taken of the ways in which any macroscopic real physical system is bound to differ from the idealisation represented by the original form of the Stratonovich model. In particular, it is necessary to recognise the existence of weak additive noise and a small additive constant. The physical origins of some earlier, seemingly discrepant, calculations and experimental data are discussed.