Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators

DOI10.1016/J.APM.2007.06.004zbMATH Open1145.70324OpenAlexW1991872604WikidataQ60585188 ScholiaQ60585188MaRDI QIDQ949934FDOQ949934

B. E. Eshmatov

Publication date: 22 October 2008

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.06.004

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zbMATH Keywords

Monte Carlo simulationGirsanov transformationnonlinear oscillatorsito-Taylor expansionstransversal linearizationweak stochastic solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05)

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Cited In (6)

• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
• A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
• A new look at the stochastic linearization technique for hyperbolic tangent oscillator
• A family of lower‐ and higher‐order transversal linearization techniques in non‐linear stochastic engineering dynamics
• Higher order weak linearizations of stochastically driven nonlinear oscillators
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces

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