S. Ciuchi et al., NONLINEAR RELAXATION IN THE PRESENCE OF AN ABSORBING BARRIER, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 47(6), 1993, pp. 3915-3926
We study the nonlinear relaxation in the presence of multiplicative no
ise by means of a simple approximation scheme valid outside the critic
al region and exact asymptotic expansion at the critical point. The th
eory is developed in the Malthus-Verhulst stochastic model case. We fi
nd nonmonotonic growth of fluctuations during the transient. At the cr
itical point we study the statistical properties of the finite time av
erage of the original process. We obtain an exact result for the gener
ating function exhibiting scaling asymptotic behavior at the critical
point. We deduce also an asymptotic sum rule for the n-times correlati
on function of the original process and the asymptotic expression of t
he two-times correlation function. Our theoretical results are compare
d with numerical simulations and steady-state known properties.