Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation

DOI10.1016/J.SPA.2004.05.001MaRDI QIDQ2485791zbMATH OpenOpenAlexFDO

Authors Peter H. Baxendale

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.05.001

zbMATH Keywords

Lyapunov exponentsStochastic averagingStochastic differential equationDuffing-van der Pol equationStochastic flowsInvariant measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Bifurcation theory for random and stochastic dynamical systems (37H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Recommendations

• Lyapunov Exponents and Stability for the Stochastic Duffing-Van der Pol Oscillator
• scientific article; zbMATH DE number 2204169
• On the stability properties of a van der Pol-Duffing oscillator that is driven by a real noise
• scientific article; zbMATH DE number 1341820
• Analysis of non-linear stochastic oscillations by the averaging method

Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 4045621 (Why is no real title available?)
• scientific article; zbMATH DE number 19541 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• scientific article; zbMATH DE number 1341818 (Why is no real title available?)
• scientific article; zbMATH DE number 1341822 (Why is no real title available?)
• scientific article; zbMATH DE number 1341827 (Why is no real title available?)
• scientific article; zbMATH DE number 774064 (Why is no real title available?)
• scientific article; zbMATH DE number 3275964 (Why is no real title available?)
• A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
• An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator
• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
• Large deviations and stochastic flows of diffeomorphisms
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• On unique ergodicity for degenerate diffusions
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stability of regime-switching stochastic differential equations
• Toward an understanding of stochastic Hopf bifurcation: a case study

Cited in

(19)

• Stochastic averaging for SDEs with Hopf drift and polynomial diffusion coefficients
• Hopf bifurcation with additive noise
• The effect of loss of immunity on noise-induced sustained oscillations in epidemics
• Constructing an SDE from its two-point generator
• Stochastic distribution synchronization and pinning control for complex heterogeneous dynamical networks
• Random periodicity for stochastic Liénard equations
• Lyapunov Exponents and Stability for the Stochastic Duffing-Van der Pol Oscillator
• A new model for realistic random perturbations of stochastic oscillators
• Averaging of stochastic flows: twist maps and escape from resonance
• scientific article; zbMATH DE number 4045281 (Why is no real title available?)
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
• Stochastic perturbations of periodic orbits with sliding
• scientific article; zbMATH DE number 2204169 (Why is no real title available?)
• A general view on double limits in differential equations
• First-order weak balanced schemes for stochastic differential equations
• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part II: Stochastic Hopf bifurcation
• Stochastic finite element technique for stochastic one-dimensional time-dependent differential equations with random coefficients
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system

This page was built for publication: Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485791)