Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law
DOI10.1007/S11071-015-2570-7zbMATH Open1354.34109OpenAlexW2229476515MaRDI QIDQ333025FDOQ333025
Authors: Xu Sun, Xiaofan Li, Jinqiao Duan 
Publication date: 9 November 2016
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-015-2570-7
Recommendations
- Stochastic averaging of strongly nonlinear oscillators under Poisson white noise excitation
- Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
- scientific article
- Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations
- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
stochastic differential equationsstochastic integralsnonlinear oscillatorPoisson white noisenon-Gaussian white noise
Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)
Cites Work
- Stochastic differential equations. An introduction with applications.
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Title not available (Why is that?)
- On the relation between ordinary and stochastic differential equations
- Asymptotic behavior of solutions to abstract stochastic fractional partial integrodifferential equations
- Stochastic Dynamics of Nonlinear Systems Driven by Non-normal Delta-Correlated Processes
- Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
- Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises
- Direct derivation of corrective terms in SDE through nonlinear transformation on Fokker-Planck equation
- The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation
- Ideal and physical white noise in stochastic analysis
- The transversal homoclinic solutions and chaos for stochastic ordinary differential equations
- Beyond Itô versus Stratonovich
- Title not available (Why is that?)
- Relation of a new interpretation of stochastic differential equations to Itô process
- Exact Stationary-Response Solution for Second Order Nonlinear Systems Under Parametric and External White-Noise Excitations
- Non-linear systems under parametric white noise input: digital simulation and response
Cited In (3)
- Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
- Invariant foliations for stochastic dynamical systems with multiplicative stable Lévy noise
This page was built for publication: Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333025)
