Search Results - subject:"Stochastic averaging"

Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms

Castiel, Eyal; Borst, Sem; Miclo, Laurent; Simatos, Florian - 2020

Persistent link: https://www.econbiz.de/10012264699

Stochastic stationary responses of a viscoelastic system with impacts under additive Gaussian white noise excitation

Zhao, Xiangrong; Xu, Wei; Gu, Xudong; Yang, Yongge - In: Physica A: Statistical Mechanics and its Applications 431 (2015) C, pp. 128-139

are obtained analytically by using non-smooth transformation and stochastic averaging method. The theoretical analyses are …

Persistent link: https://www.econbiz.de/10011264532

Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations

Jia, Wantao; Zhu, Weiqiu - In: Physica A: Statistical Mechanics and its Applications 398 (2014) C, pp. 125-144

A stochastic averaging method for predicting the response of quasi-partially integrable and non-resonant Hamiltonian …-diffusion chain rule and the stochastic averaging theorem. An example is given to illustrate the applications of the proposed … stochastic averaging method, and a combination of the finite difference method and the successive over-relaxation method is used …

Persistent link: https://www.econbiz.de/10010744310

Response probability density functions of Duffing–Van der Pol vibro-impact system under correlated Gaussian white noise excitations

Li, Chao; Xu, Wei; Feng, Jinqian; Wang, Liang - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 6, pp. 1269-1279

formulated analytically by the stochastic averaging of energy envelope. The analytical results are verified by numerical …

Persistent link: https://www.econbiz.de/10010608598

The reliability of a stochastically complex dynamical system

Li, Wei; Li, Jiaorui; Chen, Weisheng - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 13, pp. 3556-3565

such systems. In this paper, we study the reliability of a stochastically complex dynamical system by using the stochastic … averaging method. The reliability results show that the reliability function is monotonically decreasing with respect to time …

Persistent link: https://www.econbiz.de/10010872173

The study on stationary solution of a stochastically complex dynamical system

Li, Wei; Xu, Wei; Zhao, Junfeng; Wu, Haibo - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 2, pp. 465-472

stochastic averaging method of quasi-Hamiltonian system, an important tool for the analysis of dynamical properties of …

Persistent link: https://www.econbiz.de/10010591176

On stochastic complex beam–beam interaction models with Gaussian colored noise

Xu, Yong; Zhang, Huiqing; Xu, Wei - In: Physica A: Statistical Mechanics and its Applications 384 (2007) 2, pp. 259-272

density function is obtained in terms of a perturbation expansion of the parameter. Then the method of stochastic averaging …

Persistent link: https://www.econbiz.de/10011057654

Stationary swarming motion of active Brownian particles in parabolic external potential

Zhu, Wei Qiu; Deng, Mao Lin - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 127-142

the stationary probability density obtained by using the stochastic averaging method for quasi integrable Hamiltonian …

Persistent link: https://www.econbiz.de/10010589179

On a complex beam–beam interaction model with random forcing

Xu, Yong; Xu, Wei; Mahmoud, Gamal M - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 3, pp. 347-360

earlier publication (Mahmoud, Physica A 216 (1995) 445). We apply the stochastic averaging method to derive a Fokker …

Persistent link: https://www.econbiz.de/10011058179