The unified colored noise approximation of multidimensional stochastic dynamic system

DOI10.1016/J.PHYSA.2020.124624MaRDI QIDQ2139682zbMATH OpenOpenAlexFDO

Authors Wei-Long Duan, Hui Fang

Publication date 19 May 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2020.124624

zbMATH Keywords

Gaussian white noiseGaussian colored noiseunified colored noise approximationmultidimensional stochastic dynamic system

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Recommendations

• scientific article; zbMATH DE number 1070310
• Stochastic sensitivity of systems driven by colored noise
• Publication:3201195
• Approximate dynamics of a class of stochastic wave equations with white noise
• Langevin-like equation with colored noise

Cites work

• scientific article; zbMATH DE number 866630 (Why is no real title available?)
• Effective Markovian approximation for non-Gaussian noises: A path integral approach
• Non-Gaussian noise-weakened stability in a foraging colony system with time delay
• Second-order algorithm for simulating stochastic differential equations with white noises
• Stochastic delayed kinetics of foraging colony system under non-Gaussian noise
• Stochastic processes in physics and chemistry.
• Stochastic resonance in a time polo-delayed asymmetry bistable system driven by multiplicative white noise and additive color noise

Cited in

(6)

• The stability analysis of tumor-immune responses to chemotherapy system driven by Gaussian colored noises
• Path integral solution of the system with coloured multiplicative noise
• Noise and delay enhanced stability in tumor-immune responses to chemotherapy system
• Optimal control of effector-tumor-normal cells dynamics in presence of adoptive immunotherapy
• Analysis of the effectiveness of the treatment of solid tumors in two cases of drug administration
• About the optimal FPE for non-linear 1D-SDE with Gaussian noise: the pitfall of the perturbative approach

This page was built for publication: The unified colored noise approximation of multidimensional stochastic dynamic system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2139682)