相关论文: Underdamped stochastic harmonic oscillator

We study the dynamics of a damped harmonic oscillator in the presence of a retarded potential with state-dependent time-delayed feedback. In the limit of small time-delays, we show that the oscillator is equivalent to a Li\'enard system.…

We demonstrate how to derive the exponential decrease of amplitude and an excellent approximation of the energy decay of a weakly damped harmonic oscillator without solving the associated equation of motion and without insight into the…

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

We consider the Lagrangian formulation with duplicated variables of dissipative mechanical systems. The application of Noether theorem leads to physical observable quantities which are not conserved, like energy and angular momentum, and…

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

We consider a standard optomechanical system where a mechanical oscillator is coupled to a cavity mode through the radiation pressure interaction. The oscillator is coherently driven at its resonance frequency, whereas the cavity mode is…

We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…

Using methods of stochastic dynamics, we have studied stationary states in the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape of stationary states depend both on the potential type and the damping. If the…

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…

Large-time asymptotic properties of solutions to a class of semilinear stochastic wave equations with damping in a bounded domain are considered. First an energy inequality and the exponential bound for a linear stochastic equation are…

Theoretically, solutions of the damped harmonic oscillator asymptotically approach equilibrium, i.e., the zero energy state, without ever reaching it exactly, and the critically damped solution approaches equilibrium faster than the…

Using stochastic methods, general formulas for average kinetic and potential energies for anharmonic, undamped (frictionless), classical oscillators are derived. It is demonstrated that for potentials of $|x|^\nu$ ($\nu>0$) type energies…

Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence…

The paper presents analytical and numerical results on energetics of non-harmonic, undamped, single-well, stochastic oscillators driven by additive Gaussian white noises. Absence of damping and the action of noise are responsible for lack…

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

A nonlinear oscillator with an abruptly inhomogeneous restoring force driven by an uniform oscillating force exhibits stochastic properties under specific resonance conditions. This behaviour elucidates the elementary mechanism of the…

This article studies a linear scalar delay differential equation subject to small multiplicative power tail L\'evy noise. We solve the first passage (the Kramers) problem with probabilistic methods and discover an asymptotic loss of memory…

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…