Ermakov systems with multiplicative noise

DOI10.1016/J.PHYSA.2014.01.027zbMATH Open1395.34039arXiv1410.5474OpenAlexW2133141011MaRDI QIDQ1782672FDOQ1782672

Authors: E. Cervantes-López, P. B. Espinoza, Armando Gallegos, Haret C. Rosu 

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Abstract: Using the Euler-Maruyama numerical method, we present calculations of the Ermakov-Lewis invariant and the dynamic, geometric, and total phases for several cases of stochastic parametric oscillators, including the simplest case of the stochastic harmonic oscillator. The results are compared with the corresponding numerical noiseless cases to evaluate the effect of the noise. Besides, the noiseless cases are analytic and their analytic solutions are briefly presented. The Ermakov-Lewis invariant is not affected by the multiplicative noise in the three particular examples presented in this work, whereas there is a shift effect in the case of the phases

Full work available at URL: https://arxiv.org/abs/1410.5474

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zbMATH Keywords

multiplicative noisegeometric phaseEuler-Maruyama methoddynamic phaseErmakov-Lewis invarianttotal phase

Mathematics Subject Classification ID

Symmetries, invariants of ordinary differential equations (34C14) Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05)

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Cited In (4)

• Ermakov-Ray-Reid systems with additive noise
• Integral of motion and nonlinear dynamics of three Duffing oscillators with weak or strong bidirectional coupling
• The noisy Pais-Uhlenbeck oscillator
• An integral of motion for the damped cubic-quintic Duffing oscillator with variable coefficients

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