Effects of multiplicative noise on the Duffing oscillator with variable coefficients and its integral of motion

Abstract

In this work, we implement multiplicative noise to the Duffing oscillator with variable coefficients. The stochastic differential equations are solved using the fourth-order Runge–Kutta method with the Box-Müller algorithm and the corresponding integral of motion is obtained. Some numerical experiments are performed and the results show that the integral of motion is highly unaffected by the multiplicative noise.