Introducing randomness into first-order and second-order deterministic differential equations (Q606157): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q58650078, #quickstatements; #temporary_batch_1706974296281 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introducing randomness into first-order and second-order deterministic differential equations |
scientific article |
Statements
Introducing randomness into first-order and second-order deterministic differential equations (English)
0 references
16 November 2010
0 references
Summary: We incorporate randomness into deterministic theories and compare analytically and numerically some well-known stochastic theories: the Liouville process, the Ornstein-Uhlenbeck process, and a process that is Gaussian and exponentially time correlated (Ornstein-Uhlenbeck noise). Different methods of achieving the marginal densities for correlated and uncorrelated noise are discussed. Analytical results are presented for a deterministic linear friction force and a stochastic force that is uncorrelated or exponentially correlated.
0 references
Liouville process
0 references
Ornstein-Uhlenbeck process
0 references
deterministic linear friction force
0 references
stochastic force
0 references
