Mass dependence of instabilities of an oscillator with multiplicative and additive noise
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focusing on the dependence of the instability threshold on the mass. For multiplicative noise in the damping, the energy instability threshold is crossed as the mass is decreased, as long as the smaller damping is in fact negative. For multiplicative noise in the stiffness, the situation is more complicated and in fact the energy transition is reentrant for intermediate noise strength and damping. For multiplicative noise in the mass, the results depend on the implementation of the noise. One can take the velocity or the momentum to be conserved as the mass is changed. In these cases increasing the mass destabilizes the system. Alternatively, if the change in mass is caused by the accretion and loss of particles to the Brownian particle, these processes are asymmetric with momentum conserved upon accretion and velocity upon loss. In this case, there is no instability, as opposed to the other two implementations. We also present the mass dependence of the instability threshold for the first moment. Finally, we study the distribution of the energy, finding a power-law cutoff at a value that increases with time.