High-frequency power spectra of systems described by non-linear Langevin equations

We show that, for systems described by non-linear first- and second-order Langevin equations, the high-frequency correlations always have respectively, an ω−2 and ω−4 asymptotic behavior, irrespective of the shape and strength of the non-linearities, and whether detailed balance is obeyed in the stationary state or not.

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Year of publication:	1982
Authors:	Caroli, B. ; Caroli, C. ; Roulet, B.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 112.1982, 3, p. 517-522
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011058453