scientific article; zbMATH DE number 919678

MaRDI QIDQ4890529zbMATH OpenFDO

Authors Lawrence Bergman, Steven F. Wojtkiewicz, Erik A. Johnson, Billie F. jun. Spencer

Publication date 3 June 1997

zbMATH Keywords

closure methodsDuffing systemsFokker-Planck equationmultiplicative white noise excitationsstabilization at the origin

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Solution of Fokker-Planck equation by finite element and finite difference methods for nonlinear systems
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• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems

Cited in

(6)

• A parallel time integrator for noisy nonlinear oscillatory systems
• Approximate probability distributions for stochastic systems: Maximum entropy method
• Numerical Solution of the Four-Dimensional Nonstationary Fokker-Planck Equation
• A primal-dual weak Galerkin finite element method for Fokker-Planck type equations
• Finite element approximation of stationary Fokker-Planck-Kolmogorov equations with application to periodic numerical homogenization
• Computation of the solutions of the Fokker-Planck equation for one and two DOF systems

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