Random oscillations in quasilinear systems of stochastic differential equations with delay (Q1083600)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Random oscillations in quasilinear systems of stochastic differential equations with delay
scientific article

    Statements

    Random oscillations in quasilinear systems of stochastic differential equations with delay (English)
    0 references
    0 references
    0 references
    1986
    0 references
    Consider the system of stochastic differential equations in the vector form \[ dx(t)/dt=Ax(t)+\epsilon Bx(t-\Delta)+\epsilon F(x(t),t)+\epsilon f(\epsilon,t,x(t))q(t) \] where A,B,f are n-th order square matrices (A,B are constants), q is an n-dimensional stationary stochastic process, \(\Delta\) are positive constant delays and \(\epsilon\) is a small positive parameter. Using the method of statistical linearization this system is replaced by a system of stochastic differential equations without delays. Under certain assumptions the solutions of both systems are arbitrary near in the mean square sense if \(\epsilon\) is sufficiently small. (It is proved in the scalar case only.) An illustrative example of a stochastic mechanical system with one degree of freedom is included.
    0 references
    first order differential equation
    0 references
    random oscillation
    0 references
    random disturbances
    0 references
    small positive parameter
    0 references
    example
    0 references
    stochastic mechanical system
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references