Related papers: On the numerical solution of stochastic oscillator…
A new algorithm for estimating the time-varying frequency of a noiseless sinusoidal signal is considered. It is assumed that the amplitude and frequency of the sinusoidal signal are unknown functions of time, but are solutions of linear…
Multi-frequency, highly-oscillatory Hamiltonian problems derive from the mathematical modelling of many real life applications. We here propose a variant of Hamiltonian Boundary Value Methods (HBVMs), which is able to efficiently deal with…
This study investigates the interplay between a high-frequency external forcing and the intrinsic dynamics of a quantum nonlinear parametric oscillator. To analyze this system, classical equations of motion of the averages of quantum…
In this paper, it is proposed a quantization procedure for the one-dimensional harmonic oscillator with time-dependent frequency, time-dependent driven force, and time-dependent dissipative term. The method is based on the construction of…
The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…
We investigate energy transfer and localization in a linear time-invariant oscillator chain weakly coupled to a forced nonlinear actuator. Two types of perturbation are studied: (1) harmonic forcing with a constant frequency is applied to…
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…
This paper presents the observations of temporally evolving stochastic vibration patterns of a coin vibrating motor. Various voltages are applied to the coin vibrating motor, and the resulting vibrations are recorded using an accelerometer.…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
We extend the stochastic quantization method recently developed by Haba and Kleinert to non-autonomous mechanical systems, in the case of the time-dependent harmonic oscillator. In comparison with the autonomous case, the quantization…
In this paper, we consider the numerical solution of highly-oscillatory Vlasov and Vlasov-Poisson equations with non-homogeneous magnetic field. Designed in the spirit of recent uniformly accurate methods, our schemes remain insensitive to…
This paper extends the application of the stochastic variational method to noncentral interactions. Several examples are presented for three- and four-nucleon systems with realistic nuclear forces. The correlated Gaussians easily cope with…
For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…
A numerical technique used to solve boundary value problems is modified to find periodic steady-state solutions of nonautonomous dynamical systems. The technique uses a matrix representation of the time derivative obtained through…