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Oscillator heating by the colored noise

โœ Scribed by P. V. Elyutin; N. S. Maslova; N. A. Gippius


Book ID
110169285
Publisher
SP MAIK Nauka/Interperiodica
Year
2010
Tongue
English
Weight
176 KB
Volume
90
Category
Article
ISSN
0021-3640

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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 s