The anharmonic oscillator driven by Gaussian noise. Comparison between direct perturbation and Markov approximation methods

DOI10.1063/1.527825MaRDI QIDQ3028045zbMATHOpenAlexFDO

Authors

Publication date 1987

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.527825

zbMATH Keywords

spectral densitystochastic electrodynamicsanharmonic oscillatorMarkov approximationhigh-frequency behavior

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in dynamical problems in solid mechanics (74H50)

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Cited in

(5)

• Stationary states for underdamped anharmonic oscillators driven by Cauchy noise
• Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise
• Dynamics of the stochastic Duffing oscillator in Gaussian approximation
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
• The anharmonic oscillator at a finite temperature. Comparison of quantum and classical stochastic calculations

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