✦ LIBER ✦

The stochastic harmonic oscillator with finite correlation times

✍ Scribed by Menelaos Lambiris

Publisher: Elsevier Science
Year: 1982
Tongue: English
Weight: 635 KB
Volume: 314
Category: Article
ISSN: 0016-0032
DOI: 10.1016/0016-0032(82)90022-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The stochastic harmonic oscillator with

The stochastic harmonic oscillator with linear damping

✍ Menelaos Lambiris 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 537 KB

## The moments of the stochastic harmonic oscillator are examined, in the presence of linear damping. The procedures we follow are those described in earlier papers for stochastic linear systems and for the undamping case. The noise is approximated from the white noise process and has small but$nite

Brownian motion of harmonic oscillator w

Brownian motion of harmonic oscillator with stochastic frequency

✍ R.C. Bourret; U. Frisch; A. Pouquet 📂 Article 📅 1973 🏛 Elsevier Science ⚖ 876 KB

An inventory model with finite-range sto

An inventory model with finite-range stochastic lead times

✍ Georghios P. Sphicas; Farrokh Nasri 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 390 KB

On the Adjoint Equation of Stochastic Li

On the Adjoint Equation of Stochastic Linear Systems with Small Correlation Times

✍ Menelaos Lambiris 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 355 KB

The statistical properties of a backward stochastic differential equation are derived, assuming the noise is similar to the white noise, but having small correlation times. The relation between the forward and backward systems is examined and given an application to the theory of maximum principle.

On stochastic differential equations wit

On stochastic differential equations with non-white noise having small correlation times

✍ Menelaos Lambiris; Martin Leibowitz 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 464 KB

This is an extension of an earlier paper by the second author. In the previous work, an algorithm was derived for the moments of an homogeneous equation with noise similar to the white noise, but has small, finite correlafion time. In the present work this algorithm is extended for an inhomogeneous

On the tunneling dynamics of a cubic osc

On the tunneling dynamics of a cubic oscillator with a time-dependent harmonic frequency

✍ Pranab Sarkar; Satrajit Adhikari; S.P. Bhattacharyya 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 397 KB

The dynamics of a 1-d cubic oscillator having a time-dependent harmonic force constant is studied numerically by invoking the time-dependent Fourier grid Hamiltonian method. The temporal variation in K t causes the tunneling rate constant to decrease or increase, depending upon the nature of the tim