scientific article; zbMATH DE number 1302168

MaRDI QIDQ4247435zbMATH OpenFDO

Authors Pierre Bernard

Publication date 30 August 2000

zbMATH Keywords

applications of stochastic analysisequivalent linearizationrandom dynamical systemsstochastic averagingstochastic differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random vibrations in mechanics of particles and systems (70L05) Random vibrations in dynamical problems in solid mechanics (74H50)

Review text

The author discusses the well-established methods of ``equivalent linearization (approximation of a nonlinear random dynamical system by a linear one which is nearest in a mean square sense) and ``stochastic averaging (Stratonovich-Krylov-Bogolyubov-Fatou) in mechanical engineering. In particular, these methods are useful to study characteristics of second order nonlinear stochastic differential equations \(\ddot{x}+f(x,\dot{x}) = \sigma \dot{W}\) with additive noise. It is interesting to note that the linearization methods fail to fit the power spectral density of stationary response of the dynamical system, whereas stochastic averaging can be successful for a Duffing-type oscillator and stochastic oscillators with impacts. However, it is still an open problem how to extend and implement practically those methods for multidimensional systems (i.e. mechanical systems with more than one degree of freedom). The paper is descriptive and easily readable without mathematical proofs, but with hints where the reader can find some rigorous mathematical justifications as with Freidlin-Wentzell theory for random perturbations. This work can be recommended to those who want to meet interesting crossrelations between mathematical theory and applications in engineering. For the entire collection see [Zbl 0914.00073].

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Cited in

(10)

• Some reduction methods of problems of nonlinear stochastic dynamics
• An equivalent polynomial approximation technique in nonlinear structural dynamics
• Linearization methods for stochastic dynamic systems.
• On a mechanical approach to a class of non-autonomous linear second-order stochastic differential equations
• scientific article; zbMATH DE number 5348356 (Why is no real title available?)
• Equivalence of Stochastic Averaging and Stochastic Normal Forms
• On the Approximation of Complicated Dynamical Behavior
• scientific article; zbMATH DE number 1324002 (Why is no real title available?)
• Unified Second-Order Stochastic Averaging Approach
• A Dynamical System Approach to Stochastic Approximations

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