Iterative schemes for stability problems with non-singular Fokker-Planck equations

被引：10
|
作者：
Wedig, WV
机构：
[1] University of Karlsruhe, Karlsruhe
来源：
INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS | 1996年 / 31卷 / 05期
关键词：
stability problems; Fokker-Planck equations; iterative solution schemes; Monte-Carlo simulations;
D O I：
10.1016/0020-7462(96)00032-7
中图分类号：
O3 [力学];
学科分类号：
08 ; 0801 ;
摘要：
Stability investigations of perturbed dynamical systems are considerably refined by utilizing the invariant measures of the systems, which can be calculated by the stationary solutions of the associated Fokker-Planck equations. The paper presents iterative schemes in order to obtain these solutions as limit cycles and check them by means of Monte-Carlo simulations. Both methods are applied to parametrically excited oscillators including the limiting cases of deterministic harmonic excitations and stochastic white noise perturbations. Copyright (C) 1996 Elsevier Science Ltd.
引用
收藏
页码：707 / 715
页数：9
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