On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces
DOI10.1016/j.spl.2018.11.001zbMath1463.34154OpenAlexW2901686912MaRDI QIDQ1726848
J. C. Jimenez, H. de la Cruz, R. J. Biscay
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.001
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) Discrete version of topics in analysis (39A12) Nonautonomous smooth dynamical systems (37C60)
Cites Work
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- On preserving long-time features of a linear stochastic oscillator
- Stochastic oscillators
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- On the law of the iterated logarithm for double sequences of random variables
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