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arXiv · 1204.0593

Inhomogeneity of the phase space of the damped harmonic oscillator under Levy noise

Zhan Cao·Yu-Feng Wang·Hong-Gang Luo
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Abstract

The damped harmonic oscillator under symmetric Lévy white noise shows inhomogeneous phase space, which is in contrast to the homogeneous one of the same oscillator under the Gaussian white noise, as shown in a recent paper [I. M. Sokolov, W. Ebeling, and B. Dybiec, Phys. Rev. E \textbf{83}, 041118 (2011)]. The inhomogeneity of the phase space shows certain correlation between the coordinate and the velocity of the damped oscillator under symmetric Lévy white noise. In the present work we further explore the physical origin of these distinguished features and find that it is due to the combination of the damped effect and heavy tail of the noise. We demonstrate directly this in the reduced coordinate $\tilde{x}$ versus velocity $\tilde{v}$ plots and identify the physics of the anti-association of the coordinate and velocity.

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Zhan Cao, Yu-Feng Wang, Hong-Gang Luo. 2012-04-05. Inhomogeneity of the phase space of the damped harmonic oscillator under Levy noise. https://doi.org/10.1103/physreve.85.042101

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