Stochastic oscillators

DOI10.1016/0022-0396(88)90029-0MaRDI QIDQ1106550zbMATH OpenOpenAlexFDO

Authors L. Markus, Ananda Weerasinghe

Publication date 1988

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0396(88)90029-0

zbMATH Keywords

Wiener processnonlinear stochastic differential equationfirst order stochastic differential equationsstochastic winding angle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05)

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• A winding problem for a resonator driven by a white noise
• Changes of sign of sums of random variables
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Cited in

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• Exact stationary response of SDOF nonlinear stochastic oscillators
• Sustained oscillations in stochastic systems
• Stochastic perturbation of a cubic anharmonic oscillator
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• On preserving long-time features of a linear stochastic oscillator
• A review on numerical schemes for solving a linear stochastic oscillator
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
• An ornstein-uhlenbeck model for random oscillations
• On stochastic diffusion equations and stochastic Burgers’ equations
• Quantum mechanics of charged particles in random electromagnetic fields
• Predictor-corrector methods for a linear stochastic oscillator with additive noise
• Equilibrium description of a particle system in a heat bath
• High Order Stochastic Inclusions and Their Applications
• scientific article; zbMATH DE number 53943 (Why is no real title available?)
• Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems
• Long time behavior of nonlinear stochastic oscillators: The one-dimensional Hamiltonian case
• Continuous limits of classical repeated interaction systems
• On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
• Numerical simulation of a linear stochastic oscillator with additive noise
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces
• Reduction and integrability of stochastic dynamical systems
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• Stochastic heat and Burgers equations and their singularities. II. Analytical properties and limiting distributions
• scientific article; zbMATH DE number 4050586 (Why is no real title available?)
• Intermittent phase dynamics of non-autonomous oscillators through time-varying phase

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