Stochastic perturbation of a cubic anharmonic oscillator

DOI10.3934/DCDSB.2021148MaRDI QIDQ2125191zbMATH OpenOpenAlexFDO

Authors Enrico Bernardi, A. Lanconelli

Publication date 13 April 2022

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.10875

zbMATH Keywords

stochastic differential equationsJacobi elliptic functionscubic anharmonic oscillatorsmall noise expansionsLamé's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05)

Abstract: We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for the unperturbed equation. We write a formal expansion in powers of the diffusion parameter for the candidate solution and analyze the probabilistic properties of the sequence of the coefficients. It turns out that such coefficients are the unique strong solutions of stochastic perturbations of the famous Lam'e's equation. We obtain explicit solutions in terms of Jacobi elliptic functions and prove a lower bound for the probability that an approximated version of the solution of the stochastic system stay close to the solution of the deterministic problem. Conditions for the convergence of the expansion are also provided.

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Cited in

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• Qualitative analysis of the influence of random perturbations on the phase velocity of the harmonic oscillator

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