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

DOI10.1063/1.527825zbMATH Open0625.60099OpenAlexW2069427329MaRDI QIDQ3028045FDOQ3028045

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

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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)

Cited In (5)

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

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