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

DOI10.1007/BF02179456zbMath0841.35119OpenAlexW2014434471MaRDI QIDQ1906435

Haym Benaroya, Edward M. Weinstein

Publication date: 18 July 1996

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02179456

zbMATH Keywords

Monte CarloFokker-Planck equationDuffing oscillatorwhite noisecolored noisevan Kampen expansion

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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

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