Asymptotic analysis of nonlinear stochastic equations with rapidly oscillating and decaying components

N. Sri Namachchivaya, H. J. Van Roessel

Research output: Contribution to journalConference article

Abstract

We consider a noisy n-dimensional nonlinear dynamical system containing rapidly oscillating and decaying components. We extend the results of Papanicolaou and Kohler and Namachchivaya and Lin; these results state that as the noise becomes smaller, a lower dimensional Markov process characterizes the limiting behavior. Our approach springs from a direct consideration of the martingale problem and considers both quadratic and cubic nonlinearities.

Original languageEnglish (US)
Pages (from-to)277-286
Number of pages10
JournalAmerican Society of Mechanical Engineers, Applied Mechanics Division, AMD
Volume254
DOIs
StatePublished - Jan 1 2003
Event2003 ASME International Mechanical Engineering Congress - Washington, DC., United States
Duration: Nov 15 2003Nov 21 2003

ASJC Scopus subject areas

  • Mechanical Engineering

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