Nonlinear oscillations in a linear stochastic oscillator (Q5951315)

The perturbed linear harmonic oscillator \[ \ddot x+2\varepsilon \delta(y(t))\dot x+(\omega^2+\varepsilon h y(t))x=0 \] is considered. The perturbation \(y\) is a two-state random ergodic process with the invariant measure depending on the phase coordinate \(x\), i.e., \[ {\mathbf P}\{y(t)=y_1\}=1-x^2, \quad {\mathbf P}\{y(t)=y_2\}=x^2. \] The methods from \textit{A. V. Skorokhod} [Asymptotic methods in the theory of stochastic differential equations. Kiev: Naukova Dumka (1987; Zbl 0709.60057)] are used to study the stability of the oscillator for small \(\varepsilon\). In addition to the equilibrium state \(0\), a nontrivial limiting cycle is found.