Statistics of noise-driven coupled nonlinear oscillators: applications to systems with Kerr nonlinearity

Jaroslaw E. Prilepsky, Stanislav A. Derevyanko*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a deterministic perturbation, based on the exact expressions for probability density functions for noise-driven oscillators. Using our perturbation technique we show that our results can be applied to studying the optical signal propagation in noisy fibres at (nearly) zero dispersion as well as to weakly nonlinear lattice models with additive noise. The approach proposed can account for a wide spectrum of physically meaningful perturbations and is applicable to the case of large noise strength.

Original languageEnglish
Pages (from-to)249-269
Number of pages21
JournalPhysica D
Volume203
Issue number3-4
DOIs
Publication statusPublished - 15 Apr 2005

Bibliographical note

© 2005, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/

Keywords

  • Fokker-Planck equation
  • nonlinear optics
  • nonlinear oscillators
  • stochastic dynamics

Fingerprint

Dive into the research topics of 'Statistics of noise-driven coupled nonlinear oscillators: applications to systems with Kerr nonlinearity'. Together they form a unique fingerprint.

Cite this