Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator

DOI10.1016/j.physleta.2006.04.040zbMath1236.93148OpenAlexW2084292207MaRDI QIDQ950962

Chun-Biao Gan

Publication date: 29 October 2008

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2006.04.040

zbMATH Keywords

Gaussian white noisecorrelation dimensionleading Lyapunov exponentsoftening Duffing oscillatorsurrogate algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Time series analysis of dynamical systems (37M10) Random dynamical systems (37H99)

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• An improved estimator of dimension and some comments on providing confidence intervals
• Applying the method of surrogate data to cyclic time series
• A practical method for calculating largest Lyapunov exponents from small data sets
• Noise-induced chaos and basin erosion in softening Duffing oscillator
• Controlling erosion of safe basin in nonlinear parametrically excited systems
• Detecting determinism in time series: the method of surrogate data
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