Solutions of path integration for nonlinear dynamical system under stochastic parametric and external excitations

Wen Xian Xie, Wei Xu, You Ming Lei, Li Cai

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

The numerical path integration based on Gauss-Legendre scheme is extended to the case of nonlinear dynamical system under stochastic parametric and external excitations. For the purpose of comparison between the numerical solutions and the analytic solution (if the system has) or Monte-Carlo simulation, we discuss the system under parametric and external Gaussian white noise excitations. The numerical method is shown to give accurate results. Via the numerical solutions of path integration, we have studied the P bifurcation of the stochastic system.

Original languageEnglish
Pages (from-to)1105-1112
Number of pages8
JournalWuli Xuebao/Acta Physica Sinica
Volume54
Issue number3
DOIs
StatePublished - Mar 2005

Keywords

  • P bifurcation
  • Path integration
  • Stochastic external excitation
  • Stochastic parametric excitation

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