Parametric analysis of stochastic oscillators by the statistical modeling method
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Publication:5048153
DOI10.15372/SJNM20200308OpenAlexW4255103265MaRDI QIDQ5048153
Publication date: 15 November 2022
Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/sjvm752
stochastic differential equationautocovariance functionvan der Pol oscillatorgeneralized Euler methodWiener/Poisson component
Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05)
Cites Work
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- PDF solution of nonlinear oscillators subject to multiplicative Poisson pulse excitation on displacement
- Numerical solution of stochastic differential equations with jumps in finance
- Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method
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