Phase diagram of the random frequency oscillator: the case of Ornstein-Uhlenbeck noise (Q2509377)

The paper studies the stability of a stochastic oscillator of which the frequency is a random process with finite time memory described by an Ornstein-Uhlenbeck noise. One derives general results about this class of oscillators and one shows how its Lyapunov exponent can be calculated. Then one derives the corresponding generalized Fokker-Planck equation which will provide various approximations. A simple expression for the coloured noise Lyapunov exponent is provided in terms of the white noise Lyapunov exponent. And then, one considers the correlation of the process: firstly, ones derives two small correlation time approximations, and then one investigates the large correlation time limit.