EXTENSION OF EIGENFUNCTION-EXPANSION SOLUTIONS OF A FOKKER-PLANCK EQUATION .1. 1ST ORDER SYSTEM

被引:5
作者
JOHNSON, JP
SCOTT, RA
机构
[1] Department of Applied Mechanics and Engineering Science, The University of Michigan, Ann Arbor, MI
关键词
D O I
10.1016/0020-7462(79)90005-2
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
The work is concerned with eigenfunction-expansion solutions to the forward Fokker-Planck equation associated with a specific, non-linear, first-order system subject to white noise excitation. Using a digital computer, a substantial number of new terms in the expansions have been generated. With this new information, inverted Domb-Sykes plots revealed a pattern in the coefficients for certain ranges of values of the parameters. Through this pattern, Dingle's theory of terminants was used to recast the series into a more favorable computational form. © 1979.
引用
收藏
页码:315 / 324
页数:10
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