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Some asymptotic results for a class of stochastic systems with parametric excitations |
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| Authors: | P R Sethna |
| Institution: | Department of Aerospace Engineering and Mechanics, University or Minnesota, U.S.A. School of Mathematics, University of Minnesota, U.S.A. |
| Abstract: | Systems of stochastic ordinary differential equations dependent on a small parameter are studied. The equations are assumed to depend on two time scales: they are stochastic in a fast time t and they are deterministic in a slow time t. The method of analysis is based on a generalization of the Method of Averaging. Mathematical results are given valid for all t for sufficiently small. The mathematical results are applied to several examples of parametrically excited dynamical systems. |
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