Extension of eigenfunction-expansion solutions of a Fokker-Planck equation - I. First order system
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Publication:1137171
DOI10.1016/0020-7462(79)90005-2zbMath0428.34039OpenAlexW2134510056MaRDI QIDQ1137171
James P. Johnson, Richard A. Scott
Publication date: 1979
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(79)90005-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Markov processes (60Jxx)
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The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems ⋮ Methods of nonlinear random vibration analysis.
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