Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media

DOI10.1137/0121032zbMath0205.56003OpenAlexW2147804999MaRDI QIDQ5605798

Joseph B. Keller, George S. Papanicolaou

Publication date: 1971

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0121032

Mathematics Subject Classification ID

Random vibrations in dynamical problems in solid mechanics (74H50) Waves in solid mechanics (74J99)

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Limits of random differential equations on manifolds ⋮ Weakness of multiple scattering effects in a slab of random medium ⋮ A novel stochastic method for the solution of direct and inverse exterior elliptic problems ⋮ The stochastic harmonic oscillator with finite correlation times ⋮ Mean wave propagation in a slab of one-dimensional discrete random medium ⋮ Random perturbations effects on the stability of tension leg platforms in offshore engineering and of other large structures ⋮ Pulse Propagation in Time Dependent Randomly Layered Media ⋮ Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations ⋮ Application of a limit theorem to solutions of a stochastic differential equation ⋮ The stochastic harmonic oscillator with linear damping ⋮ Noneuclidean harmonic analysis, the central limit theorem, and long transmission lines with random inhomogeneities

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