✦ LIBER ✦

EXACT STATIONARY PROBABILITY DENSITY FOR SECOND ORDER NON-LINEAR SYSTEMS UNDER EXTERNAL WHITE NOISE EXCITATION

✍ Scribed by R. Wang; K. Yasuda

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 176 KB
Volume: 205
Category: Article
ISSN: 0022-460X
DOI: 10.1006/jsvi.1997.1052

No coin nor oath required. For personal study only.

✦ Synopsis

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.