Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions

DOI10.1007/BF01181663MaRDI QIDQ1071606zbMATH OpenOpenAlexFDO

Authors L. Sperling

Publication date 1986

Published in Acta Mechanica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01181663

zbMATH Keywords

convergencecovariance functionestimatedGaussian white noisegeneralized quasi-moment functionslinear equationlinear quasi-moment equationslinear shaping filtermean valuenonlinear equation of first orderPugachev equationspectral densitystochastic coefficientsstochastically variable temperaturevarianceviscoelastic beam

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Thermodynamics in solid mechanics (74A15) Rods (beams, columns, shafts, arches, rings, etc.) (74K10)

Review text

The application and the advantages of the method of certain generalized quasi-moment functions are demonstrated by way of a simple mechanical example. The stress of the considered viscoelastic beam, subjected to a stochastically variable temperature, is described by a nonlinear (case a) or a linear (case b) equation of first order with stochastic coefficients resulting by passing Gaussian white noise through a linear shaping filter. As a result, the final differential equation system is nonlinear also in case b. The mean value, the variance (for the cases a and b), the covariance function and the spectral density (for case b only) of the stress are estimated by means of linear quasi-moment equations with good convergence. In contrast to this, the results which were obtained by the normal distribution method, here being used as the basic approximation, are affected with great deviations.

Recommendations

• Approximate analytical solutions for a class of nonlinear stochastic differential equations
• scientific article; zbMATH DE number 4076228
• ON MOMENT ESTIMATES FOR QUASIDERIVATIVES OF SOLUTIONS OF STOCHASTIC EQUATIONS WITH RESPECT TO THE INITIAL DATA, AND THEIR APPLICATION
• An analytic approximation of solutions of stochastic differential equations
• Approximation to the Solution of the System of Nonlinear Stochastic Differential Equations
• Quasi-sure analysis of two-parameter stochastic differential equations
• An analytic approximate method for solving stochastic integrodifferential equations
• scientific article; zbMATH DE number 1324002

Cites work

• A study of some systems in the neighbourhood of S4.4
• Analyse stochastisch erregter nichtlinearer Systeme mittels linearer Differentialgleichungen für verallgemeinerte Quasimomentenfunktionen
• scientific article; zbMATH DE number 3837848 (Why is no real title available?)
• scientific article; zbMATH DE number 3094598 (Why is no real title available?)

Cited in

(2)

• Comparison of two methods for the approximate analysis of nonlinear stochastic dynamical systems
• A Nonlinear Transformation Method for Obtaining Approximate Analytic Steady-State Solutions of Nonlinear Stochastic Differential Equations

This page was built for publication: Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1071606)