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Classical harmonic oscillator with multiplicative noise

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  • Gitterman, M.

Abstract

The first two moments of an underdamped harmonic oscillator were found for additive and multiplicative noises. A detailed analysis is performed of the case of a random damping which supplements the case of a random frequency which has received the most study. In both cases the second moments are unstable for the sufficient large noise strength. The difference appears in the stability conditions of the first moments which can diverge already for white noise for the random damping and only for color noise for the random frequency.

Suggested Citation

  • Gitterman, M., 2005. "Classical harmonic oscillator with multiplicative noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 352(2), pages 309-334.
    • Handle: RePEc:eee:phsmap:v:352:y:2005:i:2:p:309-334
    DOI: 10.1016/j.physa.2005.01.008
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    Cited by:

    1. Lin, Lifeng & Lin, Tianzhen & Zhang, Ruoqi & Wang, Huiqi, 2023. "Generalized stochastic resonance in a time-delay fractional oscillator with damping fluctuation and signal-modulated noise," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    2. De Gregorio, Alessandro & Iafrate, Francesco, 2021. "Telegraph random evolutions on a circle," Stochastic Processes and their Applications, Elsevier, vol. 141(C), pages 79-108.
    3. Tian, Yan & He, Guitian & Liu, Zhibin & Zhong, Linfeng & Yang, Xinping & Stanley, H. Eugene & Tu, Zhe, 2021. "The impact of memory effect on resonance behavior in a fractional oscillator with small time delay," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
    4. Chen, Xi & Luo, Maokang & Zhong, Yangfan & Zhang, Lu, 2022. "Collective dynamic behaviors of a general adjacent coupled chain in both unconfined and confined spaces," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
    5. Berman, Michael & Cederbaum, Lorenz S., 2018. "Fractional driven-damped oscillator and its general closed form exact solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 744-762.
    6. Guo, Yong-Feng & Shen, Ya-Jun & Tan, Jian-Guo, 2015. "Effects of colored noise and external periodic force on the time derivative of information entropy for a damped harmonic oscillator," Applied Mathematics and Computation, Elsevier, vol. 252(C), pages 20-26.
    7. He, Lifang & Wu, Xia & Zhang, Gang, 2020. "Stochastic resonance in coupled fractional-order linear harmonic oscillators with damping fluctuation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    8. Lin, Lifeng & He, Minyue & Wang, Huiqi, 2022. "Collective resonant behaviors in two coupled fluctuating-mass oscillators with tempered Mittag-Leffler memory kernel," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
    9. Anatoliy Pogorui & Anatoly Swishchuk & Ramón M. Rodríguez-Dagnino & Alexander Sarana, 2023. "Cox-Based and Elliptical Telegraph Processes and Their Applications," Risks, MDPI, vol. 11(7), pages 1-15, July.
    10. You, Pinlong & Lin, Lifeng & Wang, Huiqi, 2020. "Cooperative mechanism of generalized stochastic resonance in a time-delayed fractional oscillator with random fluctuations on both mass and damping," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).

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