Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7155250 | Communications in Nonlinear Science and Numerical Simulation | 2016 | 12 Pages |
Abstract
This work is devoted to the investigation of most probable phase portraits for low dimensional stochastic dynamical systems. It is demonstrated that most probable phase portraits capture certain aspects of stochastic dynamics, in one and two dimensional prototypical systems, such as a geometric Brownian motion, a double-well system and a Duffing oscillator, under random influences.
Related Topics
Physical Sciences and Engineering
Engineering
Mechanical Engineering
Authors
Zhuan Cheng, Jinqiao Duan, Liang Wang,