On a class of nonlinear stochastic dynamical systems: Analysis of the transient behaviour
This paper considers a class of nonlinear dynamical systems with random parameters and inputs to determine the transient time evolution of the mean value of the dependent variable. Both the stochastic averaging method, developed by the author [Proc. IMACS Conf., Oslo 1985, Vol. 4, 257-260 (1985)] as an extension to the Bogolyubov method, and the decomposition method of the reviewer [Stochastic systems. (1983; Zbl 0523.60056)] are used with an application to a stochastic Van der Pol equation. A comparison of solutions and range of applicability is provided.
nonlinear dynamical systems with random parameters
scientific article; zbMATH DE number 4018040