Higher order weak linearizations of stochastically driven nonlinear oscillators

DOI10.1098/rspa.2007.1852zbMath1139.34042OpenAlexW2082258989WikidataQ60585193 ScholiaQ60585193MaRDI QIDQ5438857

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Publication date: 8 February 2008

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2007.1852

zbMATH Keywords

nonlinear oscillatorsMonte Carlo simulationweak errorrandom vibrationsweak stochastic solutionsresponse analysislocally transversal linearizationexplicit and implicit forms

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05) Ordinary differential equations and systems with randomness (34F05) Nonlinear dynamics in mechanics (70K99) Numerical solutions to stochastic differential and integral equations (65C30) Random vibrations in dynamical problems in solid mechanics (74H50)

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Cites Work

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• Higher order weak linearizations of stochastically driven nonlinear oscillators
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

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