The stochastic harmonic oscillator with linear damping |
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| Authors: | Menelaos Lambiris |
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| Institution: | Department of Mathematics, University of Patras, Patras, Greece |
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| Abstract: | 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 finite correlation time. The first moment is shown to be bounded and tending to zero, as time approaches infinity. The second moment is also shown to be bounded, but only if the damping factor satisfies a proper condition. Results are compared with those found in the case where there is no damping and with those obtained in other works, using different methods. |
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