Fractional Ornstein–Uhlenbeck noise
Highlights: •Calculation of the correlation function for the fractional Ornstein–Uhlenbeck noise. •Calculation of the mean energy of the harmonic oscillator driven by the fractional Ornstein–Uhlenbeck noise. •The model can be applied to the RLC circuit driven by a supercapacitor with the white noise. -- Abstract: Fractional Ornstein–Uhlenbeck noise is considered and investigated. The fractional Ornstein–Uhlenbeck noise may be linked with a supercapacitor driven by the white noise, and its correlation function for the stationary state shows monotonic and oscillatory decays. In the case of the oscillatory behavior the correlation function presents behaviors similar to those of the harmonic noise (harmonic oscillator driven by the white noise). For application, the Langevin equation with the harmonic potential driven by the fractional Ornstein–Uhlenbeck noise is considered; the first two moments and mean energy are investigated.
- OSTI ID:
- 22848348
- Journal Information:
- Annals of Physics, Journal Name: Annals of Physics Vol. 393; ISSN 0003-4916; ISSN APNYA6
- Country of Publication:
- United States
- Language:
- English
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