Introducing Randomness into First-Order and Second-Order Deterministic Differential Equations

Forfatter
Moxnes, John Fredrik
Hausken, Kjell
Publisert
2010
Permalenke
http://hdl.handle.net/20.500.12242/743
https://ffi-publikasjoner.archive.knowledgearc.net/handle/20.500.12242/743
DOI
10.1155/2010/509326
Samling
Articles
Description
Moxnes, John Fredrik; Hausken, Kjell. Introducing Randomness into First-Order and Second-Order Deterministic Differential Equations. Advances in Mathematical Physics 2010 s. -
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Sammendrag
We incorporate randomness into deterministic theories and compare analytically and numerically some well-known stochastic theories: the Liouville process, the Ornstein-Uhlenbeck process, and a process that is Gaussian and exponentially time correlated (Ornstein-Uhlenbeck noise). Different methods of achieving the marginal densities for correlated and uncorrelated noise are discussed. Analytical results are presented for a deterministic linear friction force and a stochastic force that is uncorrelated or exponentially correlated.
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