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Stochastic oscillator with random mass: new type of Brownian motion. (English) Zbl 1395.82181
Summary: The model of a stochastic oscillator subject to additive random force, which includes the Brownian motion, is widely used for analysis of different phenomena in physics, chemistry, biology, economics and social science. As a rule, by the appropriate choice of units one assumes that the particle’s mass is equal to unity. However, for the case of an additional multiplicative random force, the situation is more complicated. As we show in this review article, for the cases of random frequency or random damping, the mass cannot be excluded from the equations of motion, and, for example, besides the restriction of the size of Brownian particle, some restrictions exist also of its mass. In addition to these two types of multiplicative forces, we consider the random mass, which describes, among others, the Brownian motion with adhesion. The fluctuations of mass are modeled as a dichotomous noise, and the first two moments of coordinates show non-monotonic dependence on the parameters of oscillator and noise. In the presence of an additional periodic force an oscillator with random mass is characterized by the stochastic resonance phenomenon, when the appearance of noise increases the input signal.

MSC:
82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60H25 Random operators and equations (aspects of stochastic analysis)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05 Ordinary differential equations and systems with randomness
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