TY - JOUR
T1 - Application of stochastic averaging for nonlinear dynamical systems with high damping
AU - Sri Namachchivaya, N.
AU - Lin, Y. K.
N1 - Funding Information:
Support from the National Science Foundation under Grant ECE-8607183 is gratefully acknowledged. Opinions, findings and conclusions expressed are those of the writers and do not necessarily reflect the views of the sponsors.
Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.
PY - 1988/9
Y1 - 1988/9
N2 - The asymptotic behavior of coupled nonlinear dynamical systems in the presence of noise is studied using the method of stochastic averaging. It is shown that, for systems with rapidly oscillating and decaying components, the stochastic averaging technique yields a set of equations of considerably smaller dimension, and the resulting equations are simpler. General results of this method are applied to stochastically perturbed nonlinear nonconservative systems in R4. It is shown that in such systems the contribution of the stochastic components in the damped modes to the drift term of the critical mode may be beneficial in terms of stability in certain cases.
AB - The asymptotic behavior of coupled nonlinear dynamical systems in the presence of noise is studied using the method of stochastic averaging. It is shown that, for systems with rapidly oscillating and decaying components, the stochastic averaging technique yields a set of equations of considerably smaller dimension, and the resulting equations are simpler. General results of this method are applied to stochastically perturbed nonlinear nonconservative systems in R4. It is shown that in such systems the contribution of the stochastic components in the damped modes to the drift term of the critical mode may be beneficial in terms of stability in certain cases.
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U2 - 10.1016/0266-8920(88)90028-8
DO - 10.1016/0266-8920(88)90028-8
M3 - Article
AN - SCOPUS:0001005003
SN - 0266-8920
VL - 3
SP - 159
EP - 167
JO - Probabilistic Engineering Mechanics
JF - Probabilistic Engineering Mechanics
IS - 3
ER -