Parametric analysis of stochastic oscillators by the statistical modeling method

DOI10.15372/SJNM20200308OpenAlexW4255103265MaRDI QIDQ5048153

M. A. Yakunin

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

zbMATH Keywords

stochastic differential equationautocovariance functionvan der Pol oscillatorgeneralized Euler methodWiener/Poisson component

Mathematics Subject Classification ID

Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05)

Cites Work

• Unnamed Item
• 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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