Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations
From MaRDI portal
Publication:1782613
DOI10.1016/j.physa.2013.12.009zbMath1395.82112OpenAlexW2090501511MaRDI QIDQ1782613
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2013.12.009
stochastic averaging methodstationary solutioncombined Gaussian and Poisson white noise excitationsquasi-partially integrable and non-resonant Hamiltonian system
Related Items (7)
Lyapunov function method for analyzing stability of quasi-Hamiltonian systems under combined Gaussian and Poisson white noise excitations ⋮ Random vibration of hysteretic systems under Poisson white noise excitations ⋮ Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise ⋮ Random vibrations of Rayleigh vibroimpact oscillator under parametric Poisson white noise ⋮ Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps ⋮ Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises ⋮ Strong averaging principle for slow-fast SPDEs with Poisson random measures
Cites Work
- Unnamed Item
- Unnamed Item
- Applied stochastic control of jump diffusions.
- An averaging principle for stochastic dynamical systems with Lévy noise
- First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations
- First-passage failure of quasi-non-integrable-Hamiltonian systems
- Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems
- Stochastic averaging: An approximate method of solving random vibration problems
- Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses
- Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method
- Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
- Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
This page was built for publication: Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations