On the stochastic pendulum with Ornstein-Uhlenbeck noise

We study a frictionless pendulum subject to multiplicative random noise. Because of destructive interference between the angular displacement of the system and the noise term, the energy fluctuations are reduced when the noise has a non-zero correlation time. We derive the long time behaviour of the pendulum in the case of Ornstein–Uhlenbeck noise by a recursive adiabatic elimination procedure. An analytical expression for the asymptotic probability distribution function of the energy is obtained and the results agree with numerical simulations. Lastly, we compare our method with other approximation schemes.

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