On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions

DOI10.1023/A:1008389909132zbMath0985.70020OpenAlexW2106919646MaRDI QIDQ1573323

Walter V. Wedig, Utz von Wagner

Publication date: 14 February 2001

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008389909132

zbMATH Keywords

nonlinear oscillatorsFokker-Planck equationprobability density functionstochastic averaging methodnonlinear stochastic differential equationsorthogonal function expansion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Forced motions for nonlinear problems in mechanics (70K40) Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05)

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