Numerical solutions of stochastic Duffing-Van der Pol equations
Publication details: New Delhi Springer 2024Edition: Vol.55(1), MarDescription: 256-273pSubject(s): Online resources: In: Indian journal of pure and applied mathematicsSummary: In this paper, we introduce the numerical study of the stochastic Duffing-Van der Pol equation under both multiplicative and additive random forcing. The study involves the use of the Wiener-Chaos expansion (WCE) technique and the Wiener-Hermite expansion (WHE) technique. The application of these techniques results in a system of deterministic differential equations (DDEs). The resulting DDEs are solved by the numerical techniques and compared with the results of Monte Carlo (MC) simulations. Furthermore, we introduce a formula that facilitates handling the cubic nonlinear term of the polynomials Chaos. From the study, we do not only demonstrate the accuracy and ease of the WCE technique to solve the cubic nonlinear stochastic differential equations, but also, show the physical understanding of the dynamical behavior of the stochastic solutions through its statistical properties. Moreover, we investigate the WCE of the cubic term in the equation, the influence of the damping coefficients and the external force coefficient on both the used techniques and the behavior of the solution.| Item type | Current library | Status | Barcode | |
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School of Engineering & Technology Archieval Section | Not for loan | 2024-1564 |
In this paper, we introduce the numerical study of the stochastic Duffing-Van der Pol equation under both multiplicative and additive random forcing. The study involves the use of the Wiener-Chaos expansion (WCE) technique and the Wiener-Hermite expansion (WHE) technique. The application of these techniques results in a system of deterministic differential equations (DDEs). The resulting DDEs are solved by the numerical techniques and compared with the results of Monte Carlo (MC) simulations. Furthermore, we introduce a formula that facilitates handling the cubic nonlinear term of the polynomials Chaos. From the study, we do not only demonstrate the accuracy and ease of the WCE technique to solve the cubic nonlinear stochastic differential equations, but also, show the physical understanding of the dynamical behavior of the stochastic solutions through its statistical properties. Moreover, we investigate the WCE of the cubic term in the equation, the influence of the damping coefficients and the external force coefficient on both the used techniques and the behavior of the solution.
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