Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator

DOI10.1016/J.PHYSLETA.2006.04.040MaRDI QIDQ950962zbMATH OpenOpenAlexFDO

Authors Chun-Biao Gan

Publication date 29 October 2008

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2006.04.040

zbMATH Keywords

correlation dimensionGaussian white noiseleading Lyapunov exponentsoftening Duffing oscillatorsurrogate algorithm

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Identification in stochastic control theory (93E12) Random dynamical systems (37H99)

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Cites work

• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 956560 (Why is no real title available?)
• A practical method for calculating largest Lyapunov exponents from small data sets
• An improved estimator of dimension and some comments on providing confidence intervals
• Applying the method of surrogate data to cyclic time series
• Controlling erosion of safe basin in nonlinear parametrically excited systems
• Detecting determinism in time series: the method of surrogate data
• Noise-induced chaos and basin erosion in softening Duffing oscillator
• Testing for nonlinearity in time series: the method of surrogate data

Cited in

(1)

• Deterministic and stochastic surrogate models for a slowly driven fast oscillator

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