Monte Carlo Simulation of Nonlinear Stochastic Processes : Noise-Induced Long-Time Tail and Its Universality : Condensed Matter and Statistical Physics
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概要
- 論文の詳細を見る
The existence of noise-induced long-time tails (NILTT) was confirmed for several stochastic differential equations by Monte Carlo simulations. The time-dependence of moments <x^p> for p = 1, 2, 3 and 4 and the distribution function P(x, t) were studied numerically. It was found that the asymptotic formula for the NILTT proposed by one of the present authors (M. S.) works fairly well and that the universality of NILTT holds as was predicted phenomenologically.
- 理論物理学刊行会の論文
- 1985-11-25
著者
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Miyashita Seiji
Department Of Physics University Of Tokyo
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Miyashita Seiji
Graduate School Of Human And Environmental Studies Kyoto University
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SUZUKI Masatoki
Department of Physics, Rikkyo University
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Sasagawa F
Department Of Physics University Of Tokyo
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Sasagawa Fumiyoshi
Department Of Physics Faculty Of Science Chiba University:department Of Physics Faculty Of Science T
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Miyashita Seiji
Department Of Applied Physics Graduate School Of Engineering The University Of Tokyo
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Suzuki Masuo
Department Of Applied Physics Tokyo University Of Science
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Suzuki Masuo
Department Of Applied Physics Science University Of Tokyo
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MIYASHITA Seiji
Department of Applied Physics, School of Engineering, University of Tokyo
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Suzuki Masuo
Physics Department, Saitama University
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