X1-193 (2026/01/03)
The harmonic oscillator, with friction and noise III
A harmonic oscillator with linear friction is studied, to which a white noise also applies a force. The case that this noise is Gaussian (and the position and its derivatives at any time are independent of the noise at later times) can be studied using the Fokker-Planck equation. Using this equation, the one-point functions, and the simultaneous two-point functions are calculated.