Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
type: Item
instance of: scholarly article
title: Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
zbMATH Open document ID: 1168.60029
author: Alain Bensoussan
author: Janos Turi
published in: Applied Mathematics and Optimization
publication date: 2009-06-17T00:00:00Z
review text: A stochastic variational inequality involving a degenerate diffusion is considered, motivated by a problem of random vibrations of an elasto-plastic oscillator. Existence and uniqueness of an invariant measure for this system is established under suitable conditions and its density is characterized as the solution of a system of partial differential equations. The analysis thereof involves some non-standard Dirichlet problems.
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 35J15
Mathematics Subject Classification ID: 37A50
zbMATH DE Number: 5565957
zbMATH Keywords: stochastic variational inequality
zbMATH Keywords: degenerate diffusions
zbMATH Keywords: invariant measures
zbMATH Keywords: non-local boundary conditions
MaRDI profile type: Publication
full work available at URL: s00245-007-9027-4
OpenAlex ID: W2059646501
cites work: Stochastic variational inequalities for elasto-plastic oscillators
cites work: On Randomly Excited Hysteretic Structures
cites work: White noise excited non-ideal elasto-plastic oscillator
cites work: Elliptic partial differential equations of second order
cites work: Random vibration and spectral analysis
cites work: Q4895245
cites work: Q3995330
cites work: Q4728403
cites work: Q3073613
DOI: 10.1007/S00245-007-9027-4
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description: scientific article; zbMATH DE number 5565957