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

DOI10.1016/0020-7462(80)90052-9MaRDI QIDQ1153701zbMATH OpenOpenAlexFDO

Authors James P. Johnson, R. 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

eigenfunction expansionFokker-Planck equationwhite noise excitation

Mathematics Subject Classification ID

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

Cited in

(9)

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

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