Carrying an inverted pendulum on a bumpy road (Q1956540)

The authors study the stabilization by means of a random impulse of an unstable equilibrium \(q=0\) of the equation \[ \frac{d^2 q}{dt^2}=-\nu \frac{dq}{dt}+\frac{l}{g}q\,, \] that describes the motion of a linearized mathematical problem with friction (\(\nu>0\) is a friction coefficient, \(l>0\) the pendulum length, \(g>0\) the acceleration of gravity and \(q\) the angle between the pendulum rod and the upward vertical axis) in the unbounded case \(0<l<\infty\). Their result extends the bounded case given by \textit{J. M. Sanz-Serna} [Stoch. Dyn. 8, No.~1, 47--57 (2008; Zbl 1146.60313)] or other more simpler cases given by \textit{P. Imkeller} and \textit{C. Lederer} [Dyn. Syst. 16, No.~1, 29--61 (2001; Zbl 1115.37329)], \textit{R. Mitchell} [Int. J. non-linear Mech. 7, 101--123 (1972; Zbl 0239.70020)] or \textit{J. M. Sanz-Serna} and \textit{A. M. Stuart} [J. Differ. Equations 155, No.~2, 262--284 (1999; Zbl 0934.34047)]. The paper contains some auxiliary results (Lemma 2.1, Lemma 2.2 and Lemma 2.5) for the associated Markov chain extending some similar results given in [Sanz-Serna and Stuart, loc. cit.]. The main result is given in Theorem 3.1 which shows almost sure exponential stability. As in [\textit{A. I. Ovseevich}, Prikl. Mat. Mekh. 70, No.~5, 844--851 (2006); translation in J. Appl. Math. Mech. 70, No.~5, 762--768 (2006; Zbl 1126.70345)] or [Sanz-Serna loc. cit.], the authors use a sequence of changes of variables in the spirit of the method of averaging. Some numerical simulations are presented.