The van Kampen expansion for the Fokker-Planck equation of a Duffing oscillator excited by colored noise

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)

zbMATH Keywords

Monte Carlo; Fokker-Planck equation; Duffing oscillator; white noise; colored noise; van Kampen expansion

Mathematics Subject Classification ID

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

65C99: Probabilistic methods, stochastic differential equations

Cites Work

• The van Kampen expansion for the Fokker-Planck equation of a Duffing oscillator