The damped pendulum random differential equation: A comprehensive stochastic analysis via the computation of the probability density function

This paper deals with the damped pendulum random differential equation: Ẍ(t)+2ω0ξẊ(t)+ω02X(t)=Y(t), t∈[0,T], with initial conditions X(0)=X0 and Ẋ(0)=X1. The forcing term Y(t) is a stochastic process and X0 and X1 are random variables in a common underlying complete probability space (Ω,F,P). The...

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Vydáno v:	Physica A Ročník 512; s. 261 - 279
Hlavní autoři:	Calatayud, J., Cortés, J.-C., Jornet, M.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 15.12.2018
Témata:	Damped pendulum random differential equation Numerical analysis Probability density function Stochastic methods in physics Damped pendulum random differential equation 65Z05 60H10 Numerical analysis 93E03 Probability density function Stochastic methods in physics 34F05 60H35
ISSN:	0378-4371, 1873-2119
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