Effects of multiplicative noise on the Duffing oscillator with variable coefficients and its integral of motion

E. Urenda-Cázares, A. Gallegos and R. Jaimes-Reátegui
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E. Urenda-Cázares: Departamento de Ciencias Exactas y Tecnología, Centro Universitario de los Lagos, Universidad de Guadalajara, Enrique Díaz de León 1144, Colonia Paseos de la Montaña, C.P. 47460, Lagos de Moreno, Jalisco, México
A. Gallegos: Departamento de Ciencias Exactas y Tecnología, Centro Universitario de los Lagos, Universidad de Guadalajara, Enrique Díaz de León 1144, Colonia Paseos de la Montaña, C.P. 47460, Lagos de Moreno, Jalisco, México
R. Jaimes-Reátegui: Departamento de Ciencias Exactas y Tecnología, Centro Universitario de los Lagos, Universidad de Guadalajara, Enrique Díaz de León 1144, Colonia Paseos de la Montaña, C.P. 47460, Lagos de Moreno, Jalisco, México

International Journal of Modern Physics C (IJMPC), 2020, vol. 31, issue 07, 1-10

Abstract: In this work, we implement multiplicative noise to the Duffing oscillator with variable coefficients. The stochastic differential equations are solved using the fourth-order Runge–Kutta method with the Box-Müller algorithm and the corresponding integral of motion is obtained. Some numerical experiments are performed and the results show that the integral of motion is highly unaffected by the multiplicative noise.

Keywords: Duffing oscillator; nonautonomous differential equation; integral of motion; multiplicative noise (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1142/S0129183120500953

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