On the stochastic pendulum with Ornstein–Uhlenbeck noise

DOI10.1088/0305-4470/37/17/008MaRDI QIDQ4812464zbMATH OpenOpenAlexFDO

Authors Kirone Mallick, Philippe Marcq

Publication date 23 August 2004

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

Full work available at URL https://arxiv.org/abs/cond-mat/0407198

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: We study a frictionless pendulum subject to multiplicative random noise. Because of destructive interference between the angular displacement of the system and the noise term, the energy fluctuations are reduced when the noise has a non-zero correlation time. We derive the long time behavior of the pendulum in the case of Ornstein-Uhlenbeck noise by a recursive adiabatic elimination procedure. An analytical expression for the asymptotic probability distribution function of the energy is obtained and the results agree with numerical simulations. Lastly, we compare our method to other approximation schemes.

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• Stability of a parametric harmonic oscillator with dichotomic noise
• Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise
• A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
• Perturbation theory for a stochastic process with Ornstein-Uhlenbeck noise
• An ornstein-uhlenbeck model for random oscillations
• On-off intermittency phenomena in a pendulum with a randomly vibrating suspension axis
• Time Correlations and Diffusion of a Conservative Forced Pendulum
• Adaptive output-feedback control for exponential regulation
• On the relation between the maximal LCN and the width of the stochastic layer in a driven pendulum
• The entropy production distribution in non-Markovian thermal baths

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