A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system

DOI10.1007/s12591-008-0019-xzbMath1176.82023OpenAlexW2092729256MaRDI QIDQ1032048

Shambhu N. Sharma

Publication date: 23 October 2009

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-008-0019-x

zbMATH Keywords

stochastic differential equationBrownian motiondispersion matrixItô differential rulethe Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Detecting abrupt changes in a noisy van der Pol type oscillator ⋮ On a nonlinear stochastic dynamic circuit using Stratonovich differential ⋮ A Fourier wavelet series solution of partial differential equation through the separation of variables method ⋮ Numerical simulations based on POD for stochastic age-dependent system of two species

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