The response of stochastic vibro-impact system calculated by a new path integration algorithm

High-order accuracy identification framework for stochastic differential equation with Gaussian white noise

“…When the coefficient vectors η x and η y are not estimated accurately, the increment (∆x i , ∆y i ) estimated by f N (x, y) and h N (x, y) are inaccurate. In fact, we can rewrite formula (8) and formula (9) as…”

“…Random noise generally affects the motion of objects [1][2][3][4][5][6][7], for example, the changing external environment of a cell, the peristalsis of intestinal and villous, the road conditions of vehicles, and the spread of epidemics. The establishment of the stochastic dynamical equation (SDE) is crucial for predicting its motion, analyzing the stochastic response, and performing delicate analyses [8][9][10][11][12]. Large amounts of data are easy to obtain, but collecting high frequency data is expensive [13].…”