The stochastic harmonic oscillator with linear damping

✍ Scribed by Menelaos Lambiris

• Publisher: Elsevier Science
• Year: 1983
• Tongue: English
• Weight: 537 KB
• Volume: 316
• Category: Article
• ISSN: 0016-0032
• DOI: 10.1016/0016-0032(83)90084-4

✦ Synopsis

The moments of the stochastic harmonic oscillator are examined, in the presence of linear damping. The procedures we follow are those described in earlier papers for stochastic linear systems and for the undamping case. The noise is approximated from the white noise process and has small but$nite correlation time. Thejirst moment is shown to be bounded and tending to zero, as time approaches injinity. The second moment is also shown to be bounded, but only $the dampingfactor satisjes a proper condition. Results are compared with thosefound in

the case where there is no damping and with those obtained in other works, using d@erent methods.