On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces

摘要

An early result by Markus and Weerasinghe (1988) concerning the oscillatory behavior of simple harmonic oscillators driven by random forces is extended to the general class of coupled stochastic harmonic oscillators. The ability of numerical discretizations - as discrete dynamical systems - for reproducing this oscillatory property of the continuous systems is also considered, which complements a recent study by de la Cruz et al. (2017) for simple stochastic harmonic oscillators. (C) 2018 Elsevier B.V. All rights reserved.