Related papers: Underdamped stochastic harmonic oscillator
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under…
Chaotic dynamics of a nonlinear oscillator is considered in the semiclassical approximation. The Loschmidt echo is calculated for a time scale which is of the power law in semiclassical parameter. It is shown that an exponential decay of…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
We study the one-dimensional isentropic compressible Euler equations with linear (frictional) damping, subject to multiplicative, white-in-time stochastic forcing. The system is posed on a bounded interval with $L^\infty$ initial data and…
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
We observe a significant steady-state deviation from the generalized equipartition theorem, one of the pivotal results of classical statistical mechanics, in a system of confined, laser cooled atoms. We quantify this deviation, measure its…
In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
Quantization of the damped harmonic oscillator is taken as leitmotiv to gently introduce elements of quantum probability theory for physicists. To this end, we take (graduate) students in physics as entry level and explain the physical…
Deterministic and stochastic coupled oscillators with inertia are studied on the rectangular lattice under the shear-velocity boundary condition. Our coupled oscillator model exhibits various nontrivial phenomena and there are various…
We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…
In this paper, we establish the large time asymptotic behavior of solutions to the linearized Vlasov-Poisson system near general spatially homogenous equilibria $\mu(\frac12|v|^2)$ with connected support on the torus $\mathbb{T}^3_x \times…
We establish asymptotic properties of $M$-estimators, defined in terms of a contrast function and observations from a continuous-time locally stationary process. Using the stationary approximation of the sequence, $\theta$-weak dependence,…
It is demonstrated that the general theory of Casimir and van der Waals forces describes the interaction-induced equilibrium thermodynamic potentials of the damped harmonic oscillator bilinearly coupled to the environment. An extended model…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
This paper revisits the concept of damping torque in a multimachine power system and its relation to the dissipation of oscillation energy in synchronous machine windings. As a multimachine extension of an existing result on a…