Related papers: On the numerical solution of stochastic oscillator…
We have applied a collocation approach to obtain the numerical solution to the stationary Schr\"odinger equation for systems of coupled oscillators. The dependence of the discretized Hamiltonian on scale and angle parameters is exploited to…
Using a Liao-type exponent, we study the stability of a time-varying nonlinear switching system.
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…
We discuss the extension of the Lewis and Riesenfeld method of solving the time-dependent Schr\"odinger equation to cases where the invariant has continuous eigenvalues and apply it to the case of a generalized time-dependent inverted…
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to the…
We develop generalized polynomial chaos (gPC) based stochastic Galerkin (SG) methods for a class of highly oscillatory transport equations that arise in semiclassical modeling of non-adiabatic quantum dynamics. These models contain…
In this work, we present a method of generating a class of nonlinear ordinary differential equations (ODEs), representing the dynamics of appropriate nonlinear oscillators, that have the characteristics of either amplitude independent…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
The periodically driven harmonic oscillator with damping is one of the most elementary and trusted models in physics and normally applied in its steady state, disregarding specific initial conditions and associated transients. For example,…
A method of obtaining vector constants of motion for time-independent as well as time-dependent central fields is discussed. Some well-established results are rederived in this alternative way and new ones obtained.
The goal of this paper is to discuss the link between the quantum phenomenon of Anderson localization on the one hand, and the parametric instability of classical linear oscillators with stochastic frequency on the other. We show that these…
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…
We consider the relativistic generalization of the harmonic oscillator problem by addressing different questions regarding its classical aspects. We treat the problem using the formalism of Hamiltonian mechanics. A Lie algebraic technique…
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…
We give a partial answer to the question whether the Schrodinger equation can be derived from the Newtonian mechanics of a particle in a potential subject to a random force. We show that the fluctuations around the classical motion of a one…