Phase Diffusion Due to Low-Frequency Colored Noise

James P. Gleeson

doi:10.1109/TCSII.2005.858318

Phase Diffusion Due to Low-Frequency Colored Noise

James P. Gleeson

University College Cork

Research output: Contribution to journal › Article › peer-review

Abstract

Phase diffusion in a two-dimensional nonlinear oscillator subject to colored noise is simulated numerically, and compared to theoretical predictions. When the spectrum of the noise sources decays faster than ω^-2at high frequencies, standard first-order perturbation results are dominated by second-order effects. A simple analytical model predicts the general form of the diffusion constant in such cases.

Original language	English
Pages (from-to)	183-186
Number of pages	4
Journal	IEEE Transactions on Circuits and Systems II: Express Briefs
Volume	53
Issue number	3
DOIs	https://doi.org/10.1109/TCSII.2005.858318
Publication status	Published - 6 Mar 2006
Externally published	Yes

Keywords

Colored noise
diffusion
Monte Carlo simulation
phase noise

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10.1109/TCSII.2005.858318

Cite this

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abstract = "Phase diffusion in a two-dimensional nonlinear oscillator subject to colored noise is simulated numerically, and compared to theoretical predictions. When the spectrum of the noise sources decays faster than ω-2at high frequencies, standard first-order perturbation results are dominated by second-order effects. A simple analytical model predicts the general form of the diffusion constant in such cases.",

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AB - Phase diffusion in a two-dimensional nonlinear oscillator subject to colored noise is simulated numerically, and compared to theoretical predictions. When the spectrum of the noise sources decays faster than ω-2at high frequencies, standard first-order perturbation results are dominated by second-order effects. A simple analytical model predicts the general form of the diffusion constant in such cases.

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KW - Monte Carlo simulation

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Phase Diffusion Due to Low-Frequency Colored Noise

Abstract

Keywords

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