Abstract: The purpose of this work is to develop an averaging approach to study the dynamics of a vibro-impact system excited by random perturbations. As a prototype, we consider a noisy single-degree ...

Abstract: State estimation of random dynamical systems with noisy observations has been an important problem in many areas of science and engineering. Efficient new algorithms to estimate the present and ...

Abstract: This work is concerned with the similarity between the two important reduction schemes: optimal prediction and stochastic averaging. To this end, we consider a randomly perturbed Hamiltonian ...