Results 11 to 20 of about 1,879,580 (356)
On superstatistical multiplicative-noise processes [PDF]
Brazilian Journal of Physics, 2008 In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise.
Queiros, Silvio M. Duarte
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Mapping multiplicative to additive noise [PDF]
Journal of Physics A: Mathematical and Theoretical, 2014 The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may often be easier
Pavliotis, Grigorios A. +2 more
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Ermakov Systems with Multiplicative Noise [PDF]
Physica A: Statistical Mechanics and its Applications, 2014 Using the Euler-Maruyama numerical method, we present calculations of the Ermakov-Lewis invariant and the dynamic, geometric, and total phases for several cases of stochastic parametric oscillators, including the simplest case of the stochastic harmonic ...
Cervantes-Lopez, E. +3 more
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An Additive Approximation to Multiplicative Noise [PDF]
Journal of Mathematical Imaging and Vision, 2018 Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal distributions ...
R. Nicholson, J. Kaipio
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Recent results on multiplicative noise [PDF]
Physical Review E, 1999 Some improvements respect to the first ...
Walter Genovese, Miguel A. Muñoz
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Linear filtering in multiplicative noise
Information and Control, 1977 Linear filtering of a continuous dynamical system is considered where the noise appears multiplicatively. It is first shown that the solution process is a log normal process. The estimator equation and the variance equation for the filter are then derived, which are shown to be coupled.
Nirode Mohanty, T. T. Soong
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Evolution of the system with multiplicative noise [PDF]
Physica A: Statistical Mechanics and its Applications, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alexander I. Olemskoi +1 more
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SYNCHRONIZATION OF SYSTEMS WITH MULTIPLICATIVE NOISE [PDF]
Stochastics and Dynamics, 2008 The synchronization of Stratonovich stochastic differential equations (SDE) with a one-sided dissipative Lipschitz drift and linear multiplicative noise is investigated by transforming the SDE to random ordinary differential equations (RODE) and synchronizing their dynamics.
Kloeden, Peter E. +2 more
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Exact solutions of Hirota–Maccari system forced by multiplicative noise in the Itô sense
Journal of Low Frequency Noise Vibration and Active Control, 2021 In this article, the stochastic Hirota–Maccari system forced in the Itô sense by multiplicative noise is considered. We just use the He’s semi-inverse method, sine–cosine method, and Riccati–Bernoulli sub-ODE method to get new stochastic solutions which ...
W. Mohammed +4 more
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The effect of multiplicative noise on the exact solutions of nonlinear Schrödinger equation
AIMS Mathematics, 2021 : We consider in this paper the stochastic nonlinear Schr¨odinger equation forced by multiplicative noise in the Itˆo sense. We use two di ff erent methods as sine-cosine method and Riccati-Bernoulli sub-ODE method to obtain new rational, trigonometric ...
M. Abdelrahman +3 more
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