On Randomly Perturbed Linear Oscillating Mechanical Systems

We prove that the amplitudes and the phases of eigenoscillations of a linear oscillating system perturbed by either a fast Markov process or a small Wiener process can be described asymptotically as a diffusion process whose generator is calculated.

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Bibliographic Details
Date:2000
Main Authors: Skorokhod, A. V., Скороход, А. В.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2000
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4536
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We prove that the amplitudes and the phases of eigenoscillations of a linear oscillating system perturbed by either a fast Markov process or a small Wiener process can be described asymptotically as a diffusion process whose generator is calculated.