Non-Markovian parametrical vibration (Q1084250): Difference between revisions

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Property / cites work: Stochastic nonlinear systems in physics, chemistry, and biology. Proceedings of the Workshop, Bielefeld, Fed. Rep. of Germany, October 5- 11, 1980 / rank
 
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Property / cites work: On the theory of optimal control. Sufficient coordinates / rank
 
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Property / cites work: Dynamical properties of non-Markovian stochastic differential equations / rank
 
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Latest revision as of 16:28, 17 June 2024

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Non-Markovian parametrical vibration
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    Non-Markovian parametrical vibration (English)
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    1986
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    The solution and its stability of Hill's equation with frequency and damping coefficient fluctuated by stochastic process modeled by Ornstein- Uhlenbeck noise is investigated. The application of Hermandez-Machado's and San Miguel's formulas allow us to calculate the mean value and the second-order moments of the solution process. The non-Markovian effect of dependence of the parametrical vibration frequency on the noise intensity is determined. The investigations of the moments of the solution give conditions for stability.
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    stochastic parametrical vibration
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    Hill's equation
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    damping coefficient
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    stochastic process
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    Ornstein-Uhlenbeck noise
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    second-order moments
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