Related papers: On the numerical solution of stochastic oscillator…
We investigate the time-periodic solutions to the nonlinear wave and beam equations and uncover their intricate, fractal-like structure. In particular, we identify a new class of large-energy solutions with complex mode compositions and…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…
This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
The article is devoted to explicit one-step numerical methods with strong orders 1.0, 1.5, and 2.0 of convergence for Ito stochastic differential equations with multidimensional and non-commutative noise. For numerical modeling of iterated…
The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…
Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…
Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…
Forced oscillation event in power grids refers to a state where malfunctioning or abnormally operating equipment causes persisting periodic disturbances in the system. While power grids are designed to damp most of perturbations during…
We provide a statistical analysis of a tool in nonlinear-type time-frequency analysis, the synchrosqueezing transform (SST), for both the null and non-null cases. The intricate nonlinear interaction of different quantities in SST is…
Stochastic linearization is a method used in Quasilinear Control (QLC) to replace a nonlinearity by an equivalent gain and a bias, utilizing the statistical properties of random inputs. In this paper, the theory of stochastic linearization…
A method of random forcing with a constant power input for two-dimensional gyrokinetic turbulence simulations is developed for the study of stationary plasma turbulence. The property that the forcing term injects the energy at a constant…
We investigate an oscillator linearly coupled with a one-dimensional Ising system. The coupling gives rise to drastic changes both in the oscillator statics and dynamics. Firstly, there appears a second order phase transition, with the…
A study of the non linear modes of a two degree of freedom mechanical system with bilateral elastic stop is considered. The issue related to the non-smoothness of the impact force is handled through a regularization technique. In order to…
In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…
We consider an one-dimensional inhomogeneous harmonic chain consisting of two different semi-infinite chains of harmonic oscillators. We study the Cauchy problem with random initial data. Under some restrictions on the interaction between…
Time-decaying perturbations of nonlinear oscillatory systems in the plane are considered. It is assumed that the unperturbed systems are non-isochronous and the perturbations oscillate with an asymptotically constant frequency. Resonance…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…