A nonlinear oscillator with parametric coloured noise: some analytical results

DOI10.1088/0305-4470/38/26/006MaRDI QIDQ5316093zbMATH OpenOpenAlexFDO

Authors Kirone Mallick, Philippe Marcq

Publication date 12 September 2005

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0501640

zbMATH Keywords

averagingfast angular variablemultiplicative Ornstein-Uhlenbeck noise

Mathematics Subject Classification ID

Forced motions for nonlinear problems in mechanics (70K40) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Random vibrations in mechanics of particles and systems (70L05)

Abstract: The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as compared to the energy. Thus, an effective stochastic dynamics for the energy can be derived if the angular variable is averaged out. However, the standard elimination procedure, performed earlier for a Gaussian white noise, fails when the noise is colored because of correlations between the noise and the fast angular variable. We develop here a specific averaging scheme that retains these correlations. This allows us to calculate the probability distribution function (P.D.F.) of the system and to derive the behavior of physical observables in the long time limit.

Recommendations

• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Probabilistic solutions of nonlinear oscillators to subject random colored noise excitations
• Effects of parametric noise on a nonlinear oscillator
• Probabilistic solutions of nonlinear oscillators excited by combined colored and white noise excitations
• Dynamic response and bifurcation for Rayleigh-Liénard oscillator under multiplicative colored noise
• Modified stochastic linearization technique for colored noise excitation of Duffing oscillator
• Noise induced parametric instability and stochastic oscillations in an oscillator with nonlinear dissipation
• Under-damped Oscillator with Cross-correlated Colored Noises Input Modulated by Periodic Signal
• scientific article; zbMATH DE number 806905
• scientific article; zbMATH DE number 1070310

Cited in

(10)

• Effects of parametric noise on a nonlinear oscillator
• Effective long-time phase dynamics of limit-cycle oscillators driven by weak colored noise
• On the stochastic pendulum with Ornstein–Uhlenbeck noise
• An oscillator driven by algebraically decorrelating noise
• Anharmonic oscillator driven by additive Ornstein-Uhlenbeck noise
• Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
• Brownian parametric oscillator: analytical results for a high-frequency driving field
• Dynamic response and bifurcation for Rayleigh-Liénard oscillator under multiplicative colored noise
• A quasi-Gaussian approximation method for the Duffing oscillator with colored additive random excitation
• Modified stochastic linearization technique for colored noise excitation of Duffing oscillator

This page was built for publication: A nonlinear oscillator with parametric coloured noise: some analytical results

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5316093)