We have studied the instabilities of the stochastic linear
damped oscillator induced by a fluctuating damping parameter.
Due to the multiplicative character of the noise, the oscillator
is unstable in the mean and in the mean square if the noise
intensity is high enough. Given the form of the Hamiltonian,
stability in the mean square is more physically relevant than
stability in the mean, since the former guarantees the energetic
stability of the damped oscillator. We have considered a second
physically relevant stability criterion, namely, thermodynamic
stability. If the oscillator is indeed damped due to friction
forces for mechanical systems, or due to other dissipative
mechanisms in other types of applications that can be modelled
by simple harmonic motion, then the average rate of energy
dissipation should be nonpositive. This is a priori a stronger
stability criterion than mean-square stability. The latter is an
asymptotic criterion; the second moments must vanish as
t → ∞. Thermodynamic stability requires that the average
energy dissipation rate be nonpositive at all times. Further, this
rate depends not only on v2 but also on the cross correlation
between the velocity and the noise, ζv2.
We have derived analytically conditions for stability in the
mean, in the mean square, and for thermodynamic stability for
two types of white noise, namely, for Gaussian white noise
and white shot noise. If the damping coefficient is subjected to
Gaussian white noise, then the fluctuations inevitably change