Response statistics of van der Pol oscil
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A. Naess; B. K. Hegstad
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Article
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1994
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Springer Netherlands
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English
β 607 KB
The joint probability density function of the state space vector of a white noise excited van der Pol oscillator satisfies a Fokker-Planck-Kolmogorov (FPK) equation. The paper describes a numerical procedure for solving the transient FPK equation based on the path integral solution (PIS) technique.