Loading...
Search for: stochastic-dynamics
0.009 seconds
Total 21 records

    A quasi-Gaussian approximation method for the Duffing oscillator with colored additive random excitation

    , Article Nonlinear Dynamics ; Volume 96, Issue 2 , 2019 , Pages 825-835 ; 0924090X (ISSN) Makarem, H ; Pishkenari, H. N ; Vossoughi, G. R ; Sharif University of Technology
    Springer Netherlands  2019
    Abstract
    Statistical analysis of stochastic dynamical systems is of considerable importance for engineers as well as scientists. Engineering applications require approximate statistical methods with a trade-off between accuracy and simplicity. Most exact and approximate methods available in the literature to study stochastic differential equations (SDEs) are best suited for linear or lightly nonlinear systems. When a system is highly nonlinear, e.g., a system with multiple equilibria, the accuracy of conventional methods degrades. This problem is addressed in this article, and a novel method is introduced for statistical analysis of special types of essentially nonlinear SDEs. In particular,...