Exact stationary probability density for second order non-linear systems under external white noise excitation

被引:20
作者
Wang, R
Yasuda, K
机构
[1] Dept. of Electron.-Mech. Engineering, Nagoya University, Nagoya 464-01, Furo-Cho, Chikusa-ku
关键词
D O I
10.1006/jsvi.1997.1052
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
In this paper exact stationary solutions are constructed for non-linear dynamical systems subjected to stochastic excitation. The solution of the equations (6, 7) in this paper is demonstrated to be unique, and then the results of references [10, 11] are shown to be generalized. Therefore, new exact stationary solutions that satisfies the Fokker-Plank-Kolmogorov (FPK) equation is obtainable. (C) 1997 Academic Press Limited.
引用
收藏
页码:647 / 655
页数:9
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