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

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

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 oscillators; Fokker-Planck equation; probability density function; stochastic averaging method; nonlinear stochastic differential equations; orthogonal function expansion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

70K40: Forced motions for nonlinear problems in mechanics

70-08: Computational methods for problems pertaining to mechanics of particles and systems

70L05: Random vibrations in mechanics of particles and systems

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