Stochastic perturbation of a cubic anharmonic oscillator

Abstract

<p style='text-indent:20px;'>We perturb with an additive noise the Hamiltonian system associated to a cubic anharmonic oscillator. This gives rise to a system of stochastic differential equations with quadratic drift and degenerate diffusion matrix. Firstly, we show that such systems possess explosive solutions for certain initial conditions. Then, we carry a small noise expansion's analysis of the stochastic system which is assumed to start from initial conditions that guarantee the existence of a periodic solution for the unperturbed equation. We then investigate the probabilistic properties of the sequence of coefficients which turn out to be the unique strong solutions of stochastic perturbations of the well-known Lamé's equation. We also obtain explicit expressions of these in terms of Jacobi elliptic functions. Furthermore, we prove, in the case of Brownian noise, a lower bound for the probability that the truncated expansion stays close to the solution of the deterministic problem. Lastly, when the noise is bounded, we provide conditions for the almost sure convergence of the global expansion.</p>