✦ LIBER ✦
Numerical simulation for a Duffing oscillator driven by colored noise using nonstandard difference scheme
✍ Scribed by Wen-Xian Xie; Li Cai; Wei Xu
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 634 KB
- Volume
- 373
- Category
- Article
- ISSN
- 0378-4371
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✦ Synopsis
The present paper is devoted to the numerical solution of the Fokker-Planck (FP) equation associated to the Duffing oscillator driven by colored noise. We propose an improved discretization of the standard FP operator-splitting method which renders the scheme unconditionally stable. This scheme is successfully applied to explore the influence of the colored noise on the probability density.