Approximate stationary solution and stochastic stability for a class of differential equations with parametric colored noise (Q840304): Difference between revisions

The authors consider the differential equation with parametric colored noise \[ \ddot{x} +w^2_{0}x+\varepsilon^2\gamma g(\dot{x}) +\varepsilon^2 f(x)p(w_0 t)=\varepsilon h(x,\dot{x})u(t), \] where \(x\) is the displacement transverse to the ideal orbit of the particle, \(w_0\) is its natural frequency, \(\varepsilon\) is a small parameter, \(u(t)\) is an exponentially correlated Gaussian noise of vanishing mean, \(E[u(t)]=0\), \(E[u(t)u(s)]=(D/t)\exp\{-{| t-s|\over t}\}\). The functions \(f,g,h\) are generally analytic, \(p(\tau)\) is a periodic function in \(\tau\). The equation is studied by using the method of stochastic averaging combined with the perturbation technique. The authors obtain the approximate stationary probability density function of order \(\varepsilon\) in the case when \(g(\dot{x})=\dot{x}^3\), \(f(x)=x^3\), \(p(w_0 t)=\cos(w_0 t)\). The stochastic stability of the amplitude process is investigated. Results of numerical simulations are presented.