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
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 oscillatoris 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
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