Article ID Journal Published Year Pages File Type
7155250 Communications in Nonlinear Science and Numerical Simulation 2016 12 Pages PDF
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
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