Asymptotic behavior of the mean square displacement of the Brownian parametric oscillator near the singular point

DOI10.1088/1751-8113/42/16/165002MaRDI QIDQ3630299zbMATH OpenOpenAlexFDO

Authors Tohru Tashiro

Publication date 28 May 2009

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0808.2207

zbMATH Keywords

Wiener processasymptotic behaviorstochastic differential equationsmean square displacementperiodic controllinear stochastic systemsmean square stabilizationGaussian perturbationsparametric oscillatorBrownian oscillatorasymptotic control near singular points

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Abstract: A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work cite{tashiro07}. The formula is asymptotic but is applicable to a general periodic function. On the basis of this formula, some periodic functions reducing MSD remarkably are proposed.

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Cited in

(1)

• Brownian parametric oscillator: analytical results for a high-frequency driving field

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