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A stochastic complex model with random imaginary noise

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we study a stochastic complex beam-beam interaction model subjected to random imaginary noise. The general procedure is presented to obtain the Fokker-Planck-Kolmogorov equation (FPK) using stochastic averaging method in the case of a special example. The exact stationary probability of FPK is examined theoretically under certain conditions and then the first and second moments for the amplitude are expressed analytically. Finally, a numerical simulation is performed to verify the theoretical results of moments and excellent agreement can be observed between these two results.

Original languageEnglish
Pages (from-to)561-565
Number of pages5
JournalNonlinear Dynamics
Volume62
Issue number3
DOIs
StatePublished - Nov 2010

Keywords

  • Complex model
  • Fokker-Planck-Kolmogorov equation (FPK)
  • Imaginary noise
  • Stationary probability
  • Stochastic averaging method (SAM)

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