Probabilistic solutions of nonlinear oscillators excited by combined colored and white noise excitations

DOI10.1016/j.cnsns.2016.09.003zbMath1451.34079OpenAlexW2507801778MaRDI QIDQ2005083

Siu-Siu Guo, Qingxuan Shi

Publication date: 7 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2016.09.003

zbMATH Keywords

colored noisefiltered normal processFokker-Planck-Kolmogorov (FPK) equationnarrow-banded noise

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Filtering theory for a weakly coloured noise process ⋮ Transient probability density of nonlinear oscillator under parametric harmonic and external modulated stochastic excitations ⋮ Transient influence of correlation between excitations on system responses

Cites Work

• Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
• Non-linear systems under parametric white noise input: digital simulation and response
• Moment equation methods for nonlinear stochastic systems
• An improved closure method for analysis of nonlinear stochastic systems
• Methodology for the solutions of some reduced Fokker-Planck equations in high dimensions
• Colored Noise in Dynamical Systems
• Mathematical Analysis of Random Noise
• Mathematical Analysis of Random Noise
• Unnamed Item

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