Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law

DOI10.1007/S11071-015-2570-7MaRDI QIDQ333025zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

non-Gaussian white noisenonlinear oscillatorPoisson white noisestochastic differential equationsstochastic integrals

Mathematics Subject Classification ID

Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Ordinary differential equations and systems with randomness (34F05)

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Cites work

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• Higher-order implicit strong numerical schemes for stochastic differential equations
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• scientific article; zbMATH DE number 2199827 (Why is no real title available?)
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• Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations
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• The Wong-Zakai theorem for dynamical systems with parametric Poisson white noise excitation

Cited in

(4)

• Stochastic integro-differential and differential equations of nonlinear systems excited by parametric Poisson pulses
• Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
• Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
• Invariant foliations for stochastic dynamical systems with multiplicative stable Lévy noise

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