4 papers
The memory-dependent FPK equation for fractional Gaussian noise
Lifang Feng, Bin Pei, Yong Xu
This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-depende…
Memory-Dependent FPK Equations for Nonlinear SDOF Oscillators Under Fractional Gaussian Noise Excitation
Lifang Feng, Bin Pei, Yong Xu
This paper investigates the transient probabilistic responses of nonlinear single-degree-of-freedom oscillators subjected to external fractional Gaussian noise (FGN) excitation. Ow…
Non-Markovian dynamics: the memory-dependent probability density evolution equations
Bin Pei, Lifang Feng, Yunzhang Li +1
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to…
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient
Bin Pei, Lifang Feng, Min Han
In this paper, we study averaging principle for a class of McKean-Vlasov stochastic differential equations (SDEs) that contain multiplicative fractional noise with Hurst parameter…