Related papers: On the numerical solution of stochastic oscillator…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…
We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
For trigonometric and modified trigonometric integrators applied to oscillatory Hamiltonian differential equations with one or several constant high frequencies, near-conservation of the total and oscillatory energies are shown over time…
This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
We consider systems characterized by the presence of a rapidly oscillating force. A general method is presented for the construction of the effective action governing the large-scale nonlinear dynamics of such systems order by order in…
We present a stability theory for kink propagation in chains of coupled oscillators and a new algorithm for the numerical study of kink dynamics. The numerical solutions are computed using an equivalent integral equation instead of a system…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approach is offered that effectively propagates the statistics in time. Loss of sensitivity to an…
The use of trigonometric polynomials as Lagrange multipliers in the harmonic mortar method enables an efficient and elegant treatment of relative motion in the stator-rotor coupling of electric machine simulation. Explicit formulas for the…
Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
We review opportunities for stochastic geometric mechanics to incorporate observed data into variational principles, in order to derive data-driven nonlinear dynamical models of effects on the variability of computationally resolvable…
In this paper, we describe a numerical continuation method that enables harmonic analysis of nonlinear periodic oscillators. This method is formulated as a boundary value problem that can be readily implemented by resorting to a standard…
A general solution for a second-order linear constant coefficient dynamic equation with polynomial forcing on time scales is given.
We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…
A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…
We study forced oscillations of a rod with a body attached to its free end so that the motion of a system is described by two sets of equations, one of integer and the other of the fractional order. To the constitutive equation we associate…