Dynamics of the stochastic Duffing oscillator in Gaussian approximation (Q910830)

The Fokker-Planck equation of a particle moving in a harmonic potential and subject to a small damping, a small perturbation consisting of a static quartic potential plus a linear periodic potential, is studied. The method consists in employing a self consistent gaussian approximation, i.e., the exact density is replaced by a gaussian density having the same correlations. By passing to a rotating coordinate system a closed set of equations is written down for the mean values and the correlations of the position and momentum of the particle. The nature and parametric dependence of the equilibrium points is analyzed. To examine the stationary behaviour of the Fokker-Planck equation, the time dependence of the perturbation is averaged out. Then a perturbative expansion is performed after properly changing and rescaling variables.