Energetics of the undamped stochastic harmonic oscillator. Mandrysz, M. & Dybiec, B. Acta Physica Polonica B, 2018. doi abstract bibtex © 2018 Jagellonian University. All Rights Reserved. The harmonic oscillator is one of fundamental models in physics. In stochastic thermodynamics, such models are usually accompanied with both stochastic and damping forces, acting as energy counter-terms. Here, on the other hand, we study properties of the undamped harmonic oscillator driven by additive noises. Consequently, the popular cases of Gaussian white noise, Markovian dichotomous noise and Ornstein–Uhlenbeck noise are analyzed from the energy point of view employing both analytical and numerical methods. In accordance to one’s expectations, we confirm that energy is pumped into the system. We demonstrate that, as a function of time, initially total energy displays abrupt oscillatory changes, but then transits to the linear dependence in the long-time limit. Kinetic and potential parts of the energy are found to display oscillatory dependence at all times.
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title = {Energetics of the undamped stochastic harmonic oscillator},
type = {article},
year = {2018},
volume = {49},
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abstract = {© 2018 Jagellonian University. All Rights Reserved. The harmonic oscillator is one of fundamental models in physics. In stochastic thermodynamics, such models are usually accompanied with both stochastic and damping forces, acting as energy counter-terms. Here, on the other hand, we study properties of the undamped harmonic oscillator driven by additive noises. Consequently, the popular cases of Gaussian white noise, Markovian dichotomous noise and Ornstein–Uhlenbeck noise are analyzed from the energy point of view employing both analytical and numerical methods. In accordance to one’s expectations, we confirm that energy is pumped into the system. We demonstrate that, as a function of time, initially total energy displays abrupt oscillatory changes, but then transits to the linear dependence in the long-time limit. Kinetic and potential parts of the energy are found to display oscillatory dependence at all times.},
bibtype = {article},
author = {Mandrysz, M. and Dybiec, B.},
doi = {10.5506/APhysPolB.49.871},
journal = {Acta Physica Polonica B},
number = {5}
}
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