A new model for realistic random perturbations of stochastic oscillators (Q288749): Difference between revisions

The local boundedness of trajectories of a dissipative oscillator subject to random perturbations is proved. By using three different stochastic Poincaré maps the global boundedness of solutions is obtained. Also one proves that the probability density functions of the stochastic oscillator can be given by a rational function depending on solutions of a pair of diffusive partial differential equations with vanishing boundary conditions on finite intervals.

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reviewed by

Toader Morozan

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zbMATH Keywords

stochastic oscillators

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noise model

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Poincaré map

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transition density

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jde.2016.05.005

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cites work

Q4404205

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Lyapunov Exponents and Stability for the Stochastic Duffing-Van der Pol Oscillator

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Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation

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An analysis of phase noise and Fokker-Planck equations

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Random Perturbations of Dynamical Systems

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A course on rough paths. With an introduction to regularity structures

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Q3997135

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The Poincaré map of randomly perturbed periodic motion

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Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive

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Random attractors -- general properties, existence and applications to stochastic bifurcation theory

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Stochastic calculus for finance. II: Continuous-time models.

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0 references

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Identifiers

zbMATH Open document ID

1345.34110

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DOI

10.1016/j.jde.2016.05.005

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:288749

@@ Property / author @@
-Hao-Min Zhou
@@ Property / author: Hao-Min Zhou / rank @@
-Normal rank
@@ Property / author @@
+Hao-Min Zhou
@@ Property / author: Hao-Min Zhou / rank @@
+Normal rank
@@ Property / review text @@
+The local boundedness of trajectories of a dissipative oscillator subject to random perturbations is proved. By using three different stochastic Poincaré maps the global boundedness of solutions is obtained. Also one proves that the probability density functions of the stochastic oscillator can be given by a rational function depending on solutions of a pair of diffusive partial differential equations with vanishing boundary conditions on finite intervals.
+Normal rank
@@ Property / reviewed by @@
+Toader Morozan
@@ Property / reviewed by: Toader Morozan / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 34C15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C11
@@ Property / Mathematics Subject Classification ID: 34C11 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586393
@@ Property / zbMATH DE Number: 6586393 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic oscillators
@@ Property / zbMATH Keywords: stochastic oscillators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+noise model
@@ Property / zbMATH Keywords: noise model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Poincaré map
@@ Property / zbMATH Keywords: Poincaré map / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transition density
@@ Property / zbMATH Keywords: transition density / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jde.2016.05.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2345390107
@@ Property / OpenAlex ID: W2345390107 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Lyapunov Exponents and Stability for the Stochastic Duffing-Van der Pol Oscillator
+Normal rank
@@ Property / cites work @@
+Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation
+Normal rank
@@ Property / cites work @@
+An analysis of phase noise and Fokker-Planck equations
+Normal rank
@@ Property / cites work @@
+Random Perturbations of Dynamical Systems
@@ Property / cites work: Random Perturbations of Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+A course on rough paths. With an introduction to regularity structures
+Normal rank
@@ Property / cites work @@
+Q3997135
@@ Property / cites work: Q3997135 / rank @@
+Normal rank
@@ Property / cites work @@
+The Poincaré map of randomly perturbed periodic motion
+Normal rank
@@ Property / cites work @@
+Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive
+Normal rank
@@ Property / cites work @@
+Random attractors -- general properties, existence and applications to stochastic bifurcation theory
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5454433
@@ Property / cites work: Q5454433 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3341599
@@ Property / cites work: Q3341599 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:288749