Abstract
Brownian oscillator, ie a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the chaotic force driving the particle is correlated in time. The dynamics of the particle is described by the generalized Langevin equation with the inertial term, a coloured noise force, and a memory integral. We consider two kinds of the memory in the system. The first one corresponds to the exponentially correlated noise and in the second case the memory naturally arises within the Navier-Stokes hydrodynamics. Exact analytical solutions are obtained in both the cases using a simple and effective method not applied so far in this kind of problems.