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

DOI10.1016/J.SPA.2004.05.001zbMATH Open1075.60062OpenAlexW2166477576MaRDI QIDQ2485791FDOQ2485791

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

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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)

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Cited In (19)

• 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
• Title not available (Why is that?)
• Averaging of stochastic flows: twist maps and escape from resonance
• 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
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• 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
• Stochastic averaging for SDEs with Hopf drift and polynomial diffusion coefficients

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