Harmonic oscillator with fluctuating damping parameter.
The multiplicative noise in the equation of motion of an underdamped harmonic oscillator produced by a fluctuating damping parameter has a dramatic effect on the average coordinate of an oscillator. Noise of a sufficiently large strength leads to an instability. In the presence of an external periodic force, the output signal shows a nonmonotonic dependence on the strength and the rate of a color noise (stochastic resonance). Contrary to the case of a random frequency, this effect exists for white noise as well.
Gitterman
M
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Department of Physics, Bar-Ilan University, Ramat-Gan, 52900 Israel.