Regensburg 2010 – scientific programme
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DY: Fachverband Dynamik und Statistische Physik
DY 7: Stochastic processes, brownian motion, and transport
DY 7.12: Talk
Tuesday, March 23, 2010, 12:30–12:45, H46
Power-law distributions and 1/f noise from nonlinear stochastic differential equations — •Bronislovas Kaulakys, Vygintas Gontis, and Julius Ruseckas — Institute of Theoretical Physics and Astronomy, Vilnius University, A. Gostauto 12, LT-01108 Vilnius, Lithuania
Power-law distributions of spectra, including 1/fβ noise, and scaling behavior in general are ubiquitous in physics and in many other fields. We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the spectra in any desirably wide range of frequency [1, 2]. Here the power-law behavior of spectrum is derived directly from the stochastic differential equations. The derivation expands the class of equations generating 1/fβ noise, provides further insights into the origin of 1/fβ noise and reveals that the power spectrum may be represented as a sum of the Lorentzian spectra [3].
[1] B. Kaulakys, J. Ruseckas, V. Gontis and M. Alaburda, Physica A 365, 217 (2006).
[2] B. Kaulakys and M. Alaburda, J. Stat. Mech. P02051 (2009).
[3] J. Ruseckas and B. Kaulakys (to be published).