Ermakov systems with multiplicative noise

DOI10.1016/j.physa.2014.01.027zbMath1395.34039arXiv1410.5474OpenAlexW2133141011MaRDI QIDQ1782672

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

Publication date: 20 September 2018

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

Full work available at URL: https://arxiv.org/abs/1410.5474

zbMATH Keywords

geometric phasemultiplicative noiseErmakov-Lewis invariantEuler-Maruyama methoddynamic phasetotal phase

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)

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