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Equations différentielles stochastiques multivoques : aspects théoriques et numériques - Applications

Abstract : In this work we study multivalued stochastic differential equations which can be used to model mechanical structures submitted to stochastic solicitation. In a first chapter we show the convergence of a numerical scheme and obtain a rate of convergence under conditions on the diffusion’s coefficient. The second chapter is devoted to the existence and uniqueness of a solution to second-order multivalued stochastic differential equations on Riemannian manifolds. These last equations allow to model for example the spherical pendulum with Coulomb friction and submitted to stochastic solicitations. In the last chapter we use the numerical scheme to valid a process of parameters identification obtained from hysteretic cycles.
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Contributor : Frederic Bernardin <>
Submitted on : Tuesday, March 15, 2005 - 10:42:20 AM
Last modification on : Wednesday, July 8, 2020 - 12:42:05 PM
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  • HAL Id : tel-00008778, version 1

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Frédéric Bernardin. Equations différentielles stochastiques multivoques : aspects théoriques et numériques - Applications. Mathématiques [math]. Université Claude Bernard - Lyon I, 2004. Français. ⟨tel-00008778⟩

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