Nonstandard Numerical Schemes for a Linear Stochastic Oscillator with Additive Noise

In order to simulate a linear stochastic oscillator with additive noise,improved nonstandard optimal(INSOPT) schemes are derived utilizing the nonstandard finite difference(NSFD)technique and the improvement technique.These proposed schemes reproduce long time features of the oscillator solution exactly.Their abilities in preserving the symplecticity,the linear growth property of the second moment and the oscillation property of the solution of the stochastic oscillator system on long time interval are studied.It can be shown that the component { x_n}_(n≥1) of the INSOPT schemes switch signs infinitely many times as n →∞,almost surely.Further,the mean-square convergence order of 1 is obtained for these INSOPT schemes.Finally,numerical experiments illustrate intuitively the results obtained in this paper.

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte-Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points （RSIP） is presented in some given limited domain defined by the system＇s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the firstpassage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system.

Non-Gaussian noise-enhanced stochastic rate oscillations in CO oxidation on nanometer-sized Pd particles

The effect of non-Gaussian colored noise(NGN),mainly its departure q from the Gaussian noise,on the optimal ISRO of CO oxidation on nanometer-sized Pd particles was studied.It was found that the ISRO in the absence of external noise can still be enhanced when the NGN is applied.Specifically,the ISRO varies with changing q and becomes more regular at an appropriate q value,and when q is optimal,the ISRO becomes the most regular.Because the departure q from the Gaussian noise determines the probability distribution function and hence may denote the types of noise,this result shows that different types of external noise can enhance the ISRO of CO oxidation,and non-Gaussian noise may enhance the ISRO more greatly than the Gaussian noise.Therefore,non-Gaussian noise could play more effective roles in the catalytic process of CO oxidation on nanometer-sized Pd particles.