Stochastic Stability of Nonlinear Oscillators

DOI10.1137/0148066MaRDI QIDQ3810630zbMATH OpenOpenAlexFDO

Authors M. M. Klosek-Dygas, Zeev Schuss, B. J. Matkowsky

Publication date 1988

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0148066

zbMATH Keywords

energy of an oscillatorfirst passage timeFokker-Planck equationnon- linear oscillatorsmall damping coefficientstochastic stability

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic stability in control theory (93E15)

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• Nondegeneracy of the random double oscillator
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• A critical escape probability formulation for enhancing the transient stability of power systems with system parameter design
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