Stationarity and stochastic differential equations

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A linear differential equation of order N with stochastic process coefficients and excitation are studied. The objective of this paper is to demonstrate that, by using an expansion method, when the coefficients and excitation are strict sense stationary processes, the response is also a strict sense stationary process. Such problems occur frequently in the engineering sciences and are very important. Applications include parametric random vibrations, turbulent environment rotorcraft dynamics, and dynamics of axially loaded structural members, among others. An example application is provided.

Original languageEnglish (US)
Pages (from-to)649-654
Number of pages6
JournalApplied Mathematical Modelling
Issue number12
StatePublished - Dec 1990

All Science Journal Classification (ASJC) codes

  • Modeling and Simulation
  • Applied Mathematics


  • stability
  • stationarity
  • stochastic ordinary differential equations

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