Ermakov-Ray-Reid systems with additive noise

DOI10.1016/j.physa.2015.07.023zbMath1400.34049OpenAlexW2111272401MaRDI QIDQ1618813

Haret C. Rosu, Armando Gallegos, E. Cervantes-López, P. B. Espinoza

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.07.023

zbMATH Keywords

additive noiseErmakov-Lewis invariantEuler-Maruyama methodErmakov-Ray-Reid systemforced parametric oscillator

Mathematics Subject Classification ID

Symmetries, invariants of ordinary differential equations (34C14) Random vibrations in mechanics of particles and systems (70L05) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Integral of motion and nonlinear dynamics of three Duffing oscillators with weak or strong bidirectional coupling ⋮ The noisy Pais-Uhlenbeck oscillator

Cites Work

• Higher-order implicit strong numerical schemes for stochastic differential equations
• Ermakov systems with multiplicative noise
• Ermakov systems, nonlinear superposition, and solutions of nonlinear equations of motion
• On (2+1)-dimensional Ermakov systems
• Stochastic differential equations. An introduction with applications.
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