Stochastic oscillators

DOI10.1016/0022-0396(88)90029-0zbMATH Open0651.60067OpenAlexW4210695383MaRDI QIDQ1106550FDOQ1106550

Authors: L. Markus, Ananda Weerasinghe 

Publication date: 1988

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(88)90029-0

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zbMATH Keywords

Wiener processnonlinear stochastic differential equationfirst order stochastic differential equationsstochastic winding angle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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Cited In (30)

• The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
• Title not available (Why is that?)
• The advancement of oscillation theory of functional-differential equations
• Stochastic Equilibrium Oscillations
• Sustained oscillations in stochastic systems
• Exact stationary response of SDOF nonlinear stochastic oscillators
• Stochastic perturbation of a cubic anharmonic oscillator
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• On preserving long-time features of a linear stochastic oscillator
• A review on numerical schemes for solving a linear stochastic oscillator
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
• An ornstein-uhlenbeck model for random oscillations
• On stochastic diffusion equations and stochastic Burgers’ equations
• Quantum mechanics of charged particles in random electromagnetic fields
• Predictor-corrector methods for a linear stochastic oscillator with additive noise
• Equilibrium description of a particle system in a heat bath
• High Order Stochastic Inclusions and Their Applications
• Title not available (Why is that?)
• Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems
• Long time behavior of nonlinear stochastic oscillators: The one-dimensional Hamiltonian case
• Continuous limits of classical repeated interaction systems
• On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
• Numerical simulation of a linear stochastic oscillator with additive noise
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces
• Reduction and integrability of stochastic dynamical systems
• Stochastic heat and Burgers equations and their singularities. II. Analytical properties and limiting distributions
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
• Title not available (Why is that?)
• Intermittent phase dynamics of non-autonomous oscillators through time-varying phase

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