Study of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excitations by path integration

DOI10.1016/J.AMC.2005.03.018zbMATH Open1088.65003OpenAlexW2092799917MaRDI QIDQ2489413FDOQ2489413

Authors: Yanyan Li 

Publication date: 28 April 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.03.018

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zbMATH Keywords

periodic solutionFokker-Planck-Kolmogorov equationGauss-Legendre integration formulaHarmonic and stochastic excitationsProbability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• A new path integration procedure based on Gauss-Legendre scheme
• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• Numerical path integration of a non-homogeneous Markov process
• Stochastic averaging of strongly non-linear oscillators under combined harmonic and white-noise excitations
• Response statistics of nonlinear systems to combined deterministic and random excitations
• The exact steady-state solution of a class of nonlinear stochastic systems
• Exact and approximate solutions for randomly excited MDOF nonlinear systems
• An exact solution to a certain nonlinear random vibration problem

Cited In (8)

• Numerical meshfree path integration method for non-linear dynamic systems
• Path integration of the Duffing-Rayleigh oscillator subject to harmonic and stochastic excita\-tions
• Local averaged path integration method approach for nonlinear dynamic systems
• Non-stationary response of variable-mass Duffing oscillator with mass disturbance modeled as Gaussian white noise
• On double crater-like probability density functions of a Duffing oscillator subjected to harmonic and stochastic excitation
• Path integral solution of vibratory energy harvesting systems
• Numerical path integration method based on bubble grids for nonlinear dynamical systems
• Numerical path integration of a non-homogeneous Markov process

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