Underdamped stochastic harmonic oscillator
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Publication:6285259
DOI10.1103/PHYSREVE.96.042118arXiv1704.02119WikidataQ47559873 ScholiaQ47559873MaRDI QIDQ6285259FDOQ6285259
Authors: Bartłomiej Dybiec, Ewa Gudowska-Nowak, Igor M. Sokolov 
Publication date: 7 April 2017
Abstract: We investigate stationary states of the linear damped stochastic oscillator driven by L'evy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions follow the power-law asymptotics. At the same time, partition of the mechanical energy is controlled by the damping coefficient. We show that in the limit of vanishing damping a stochastic analogue of the equipartition theorem can be proposed, namely the statistical properties of potential and kinetic energies attain distributions characterized by the same width. Finally, we demonstrate that the ratio of instantaneous kinetic and potential energies which signifies departure from the mechanical energy equipartition, follows universal power-law asymptotics.
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