N-Dependent Multiplicative-Noise Contributions in Finite N-Unit Langevin Models : Augmented Moment Approach (General)

概要

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Finite N-unit Langevin models with additive and multiplicative noises have been studied with the use of the augmented moment method (AMM) previously proposed by the author [H. Hasegawa: Phys. Rev. E 67 (2003) 041903]. Original N-dimensional stochastic equations are transformed into the threedimensional deterministic equations for means and fluctuations of local and global variables. Calculated results of our AMM are in good agreement with those of direct simulation (DS). We have shown that although the effective strength of the additive noise of the N-unit system is scaled as β(N)=β(1)/√<N>, it is not the case for multiplicative noise [α(N)≠α(1)/√<N>], where α(N) and β(N) denote the strengths of multiplicative and additive noises, respectively, for the size-N system. It has been pointed out that the naive assumption of α(N)=α(1)/√<N> leads to a result that violates the central-limit theorem and that does not agree with those of DS and AMM.
社団法人日本物理学会の論文
2006-03-15