Stochastic variational inequalities for elasto-plastic oscillators
Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
The authors investigate a nonlinear oscillator equation of the form \[ \ddot{x}+c_0\dot{x}+F[x(0,t)]=\dot{w},\qquad x(0)=z,\;\dot{x}(0)=y, \] where \(F[x(0,t)]\) is a nonlinear functional depending on the path between \(0\) and \(t\), and \(\dot w\) is a white noise. It is shown that the pair \(\dot x\), \(F[x(0,t)]\) is the unique solution of the stochastic variational inequality \[ \dot{y}+c_0y+kz=\dot{w},\quad (\dot{z}-y)(\zeta-z)\geq 0 \text{ for}\;| \zeta| \leq Y, | z(t)| \leq Y, \] with \(y(0)=y\), \(z(0)=z\) (putting \(y(t)=\dot{x}(t)\), \(kz(t)=F[x(0,t)]\)). The process \((z,y)\) is Markov and its invariant measure is characterized by a partially degenerate elliptic partial differential equation with some Dirichlet coupling conditions.
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