Advances and Applications in Statistics
Volume 1, Issue 1, Pages 99 - 106
(April 2001)
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EXACT STATIONARY SOLUTIONS FOR A CLASS OF NONLINEAR OSCILLATORS
L. Abbaoui (Algeria) and A. Bendjeddou (Algeria)
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Abstract: A constructive method is developed to obtain exact probability densities for a class of nonlinear systems subjected to stochastic excitation. The conditions under which exact solutions are obtainable, are given. The results are then applied to both classical and non-classical oscillator problems. |
Keywords and phrases: stochastic nonlinear oscillator, Fokker-Planck-Kolmogorov equation, stationary probability density function. |
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