Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems (Q5925991)

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scientific article; zbMATH DE number 1574350
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Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems
scientific article; zbMATH DE number 1574350

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    Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems (English)
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    10 November 2002
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    The paper presents a systematic development of the so-called phase-space linearization (PSL) method. This is a numerical-analytic scheme that replaces the nonlinear vector field by a set of conditionally linear fields for the investigation of the corresponding ordinary differential equation. Here the method is applied to a class of nonlinear oscillators. The authors constructs some PSL-based algorithms for numerical integration of nonlinear ODE's in the presence of deterministic and stochastic excitation, and gives their comparison with other existing numerical methods.
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    stochastic Taylor expansion
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    stochastic Lyapunov function
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    strange attractors
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    deterministing excitation
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    phase-space linearization
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    numerical-analytic scheme
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    nonlinear oscillators
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    stochastic excitation
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