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, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the 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 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/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 study the distribution of the energy, finding a power-law cutoff at a value which increases with time. 
Moshe Gitterman, David A. Kessler
cond-mat.stat-mech