On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems-Reference-Cited by-同舟云学术

On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems

Published:1993-08 Issue:4 Volume:4 Page:357-372
ISSN:0924-090X
Container-title:Nonlinear Dynamics
language:en
Short-container-title:Nonlinear Dyn

Author:

Spencer B. F.,Bergman L. A.

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Applied Mathematics,Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Control and Systems Engineering

Link

http://link.springer.com/content/pdf/10.1007/BF00120671.pdf

Reference34 articles.

1. Wang, M. C. and Uhlenbeck, G., ‘On the theory or Brownian motion II’, Reviews of Modern Physics 17, 1945, 323–342. Reprinted in Selected Papers on Noise and Stochastic Processes (N., Wax, ed.), Dover, New York, 1954.

2. Lin, Y. K., Probabilistic Theory of Structural Dynamics, McGraw Hill, New York, 1967.

3. Nigam, N. C., Introduction to Random Vibrations, MIT Press, Cambridge, 1983.

4. Caughey, T. K. and Dienes, J. K., “The behavior of linear systems with white noise input’, Journal of Mathematical Physics 32, 1962, 2476–2479.

5. Caughey, T. K., ‘Derivation and application of the Fokker-Planck equation to discrete nonlinear dynamic systems subjected to white noise excitation’, Journal of the Acoustical Society of America 35, 1963, 1683–1692.

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