Harmonic oscillator under Lévy noise: Unexpected properties in the phase space. Sokolov, I., Ebeling, W., & Dybiec, B. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 2011. doi abstract bibtex A harmonic oscillator under the influence of noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to the bivariate Gaussian distribution with elliptic level lines. The distribution of phase is homogeneous. None of these properties hold in the general Lévy case. Thus, the level lines of the joint probability density are not elliptic. The coordinate and the velocity of the oscillator are strongly dependent, and this dependence is quantified by introducing the corresponding parameter ("width deficit"). The distribution of the phase is inhomogeneous and highly nontrivial. © 2011 American Physical Society.
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title = {Harmonic oscillator under Lévy noise: Unexpected properties in the phase space},
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year = {2011},
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abstract = {A harmonic oscillator under the influence of noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to the bivariate Gaussian distribution with elliptic level lines. The distribution of phase is homogeneous. None of these properties hold in the general Lévy case. Thus, the level lines of the joint probability density are not elliptic. The coordinate and the velocity of the oscillator are strongly dependent, and this dependence is quantified by introducing the corresponding parameter ("width deficit"). The distribution of the phase is inhomogeneous and highly nontrivial. © 2011 American Physical Society.},
bibtype = {article},
author = {Sokolov, I.M. and Ebeling, W. and Dybiec, B.},
doi = {10.1103/PhysRevE.83.041118},
journal = {Physical Review E - Statistical, Nonlinear, and Soft Matter Physics},
number = {4}
}
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