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- W3125017543 abstract "We combine the stochastic perturbation method with the maximum entropy principle to construct approximations of the first probability density function of the steady-state solution of a class of nonlinear oscillators subject to small perturbations in the nonlinear term and driven by a stochastic excitation. The nonlinearity depends both upon position and velocity, and the excitation is given by a stationary Gaussian stochastic process with certain additional properties. Furthermore, we approximate higher-order moments, the variance, and the correlation functions of the solution. The theoretical findings are illustrated via some numerical experiments that confirm that our approximations are reliable." @default.
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- W3125017543 date "2021-01-20" @default.
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- W3125017543 title "Approximating the Density of Random Differential Equations with Weak Nonlinearities via Perturbation Techniques" @default.
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- W3125017543 doi "https://doi.org/10.3390/math9030204" @default.
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