Approximate stationary solution and stochastic stability for a class of differential equations with parametric colored noise

DOI10.1007/S11071-008-9393-8zbMath1180.34054OpenAlexW2034428056MaRDI QIDQ840304

N. E. Zubov

Publication date: 11 September 2009

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-008-9393-8

zbMATH Keywords

stochastic stabilityperturbation techniqueoperator theorystochastic averagingGaussian colored noiseapproximate stationary probability density function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Response analysis of Rayleigh-Van der Pol vibroimpact system with inelastic impact under two parametric white-noise excitations ⋮ An analytical method for Mathieu oscillator based on method of variation of parameter ⋮ Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise

Cites Work

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• Free vibration of fluid-filled toroidal shells
• A Van Der Pol Absorber for Rotor Vibrations

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