Extension of eigenfunction-expansion solutions of a Fokker-Planck equation. II. Second order system

DOI10.1016/0020-7462(80)90052-9zbMath0463.70025OpenAlexW4250740387MaRDI QIDQ1153701

James P. Johnson, Richard A. Scott

Publication date: 1980

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-7462(80)90052-9

zbMATH Keywords

Fokker-Planck equationeigenfunction expansionwhite noise excitation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05) Ordinary differential equations and systems with randomness (34F05) Nonlinear dynamics in mechanics (70K99)

Related Items (9)

Some reduction methods of problems of nonlinear stochastic dynamics ⋮ A transformed path integral approach for solution of the Fokker-Planck equation ⋮ The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems ⋮ Transient response of nonlinear vibro-impact system under Gaussian white noise excitation through complex fractional moments ⋮ Determination of the stationary state densities of the stochastic nonlinear dynamical systems ⋮ Methods of nonlinear random vibration analysis. ⋮ Stochastic response of dynamical systems with fractional derivative term under wide-band excitation ⋮ Time-dependent probability density function for general stochastic logistic population model with harvesting effort ⋮ Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution

This page was built for publication: Extension of eigenfunction-expansion solutions of a Fokker-Planck equation. II. Second order system