On a class of nonlinear stochastic dynamical systems: Analysis of the transient behaviour
type: Item
instance of: scholarly article
title: On a class of nonlinear stochastic dynamical systems: Analysis of the transient behaviour
zbMATH Open document ID: 0626.60061
DOI: 10.1016/0022-247X(87)90072-2
published in: Journal of Mathematical Analysis and Applications
publication date: 1987-01-01T00:00:00Z
review text: 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.
reviewed by: G. Adomian
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 4018040
zbMATH Keywords: nonlinear dynamical systems with random parameters
zbMATH Keywords: decomposition method
zbMATH Keywords: Van der Pol equation
author: Ida Bonzani
MaRDI profile type: Publication
cites work: On the mathematical modelling of physical systems by ordinary differential stochastic equations
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cites work: On a class of nonlinear dynamical systems: the structure of a differential operator in the application of the decomposition method
description: scientific article; zbMATH DE number 4018040