If you’re getting an error when you try to produce a pdf, or any other output from Lyx using the built in Journal of Physics D style, then try the following:

Download the following file to your home directory: http://www.danbishop.org/downloads-files/iop.tar.gz

Then run the following commands:

sudo tar zxvf iop.tar.gz -C /usr/share/texmf/tex/latex

sudo texhash

Voilà! Don’t even have to restart Lyx