The van Kampen expansion for the Fokker-Planck equation of a Duffing oscillator excited by colored noise
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Publication:1906435
DOI10.1007/BF02179456zbMath0841.35119MaRDI QIDQ1906435
Haym Benaroya, Edward M. Weinstein
Publication date: 18 July 1996
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02179456
Monte Carlo; Fokker-Planck equation; Duffing oscillator; white noise; colored noise; van Kampen expansion
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
65C99: Probabilistic methods, stochastic differential equations
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