The noisy oscillator: The first hundred years, from Einstein until now

Moshe Gitterman

Research output: Book/ReportBookpeer-review

162 Scopus citations


This book contains comprehensive descriptions of stochastic processes described by underdamped and overdamped oscillator equations with additive and multiplicative random forcing. The latter is associated with random frequency or random damping. The coverage includes descriptions of various new phenomena discovered in the last hundred years since the explanation of Brownian motion by Einstein, Smoluchovski and Langevin, such as the shift of stable points, noise-enhanced stability, stochastic resonance, resonant activation, and stabilization of metastable states. In addition to many applications in physics, chemistry, biology, medicine, economics and sociology, these discoveries have clarified the deep relationship between determinism and stochasticity, which turns out to be complimentary rather than contradictory, with noise playing both constructive and destructive roles.

Original languageEnglish
PublisherWorld Scientific Publishing Co.
Number of pages144
ISBN (Electronic)9789812703224
ISBN (Print)9789812565129
StatePublished - 1 Jan 2005

Bibliographical note

Publisher Copyright:
© 2005 by World Scientific Publishing Co. Pte. Ltd. All rights reserved.


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