Stability of a nonlinear oscillator with random damping

N. Leprovost (), S. Aumaître and K. Mallick

The European Physical Journal B: Condensed Matter and Complex Systems, 2006, vol. 49, issue 4, 453-458

Abstract: A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be predicted from the analysis of the moments of the linearized equation. In the case of a white noise, an exact formula for the Lyapunov exponent of the system is derived. We then calculate the critical damping for which the nonlinear system becomes unstable. We also characterize the intermittent structure of the bifurcated state above threshold and address the effect of temporal correlations of the noise by considering an Ornstein-Uhlenbeck noise. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2006

Keywords: 02.50.-r Probability theory; stochastic processes and statistics (see also section 05 Statistical physics; thermodynamics; and nonlinear dynamical systems); 05.40.-a Fluctuation phenomena; random process; noise and Brownian motion; 05.10.Gg Stochastic analysis methods (Fokker-Planck; Langevin; etc.) (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1140/epjb/e2006-00089-9

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