Mean-square displacement of a stochastic oscillator: Linear vs quadratic noise

M. Gitterman

Physica A: Statistical Mechanics and its Applications, 2012, vol. 391, issue 11, 3033-3042

Abstract: Using the Langevin equations, we calculated the stationary second-order moment (mean-square displacement) of a stochastic harmonic oscillator subject to an additive random force (Brownian motion in a parabolic potential) and to different types of multiplicative noise (random frequency or random damping or random mass). The latter case describes Brownian motion with adhesion, where the particles of the surrounding medium may adhere to the oscillator for some random time after the collision. Since the mass of the Brownian particle is positive, one has to use quadratic (positive) noise. For all types of multiplicative noise considered, replacing linear noise by quadratic noise leads to an increase in stability.

Keywords: Stochastic oscillator; Additive and multiplicative linear and quadratic random forces; Stationary second moment (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:391:y:2012:i:11:p:3033-3042

DOI: 10.1016/j.physa.2012.01.021

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