2017
Том 69
№ 7

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A new approach to solving the stationary Fokker-Planck-Kolmogorov equation for a randomly oscillating nonlinear system

Nguyen Tien Khiem

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Abstract

It is shown that the Fokker-Planck-Kolmogorov equation in terms of amplitude and phase may, in the stationary case, be reduced to a first order partial differential equation which we call the stationary reduced Fokker-Planck-Kolmogorov. A method for approximate solution of the reduced equation is presented which does not need assumptions on the smallness of nonlinearity of a system and intensity of random influences.

English version (Springer): Ukrainian Mathematical Journal 44 (1992), no. 8, pp 1025-1031.

Citation Example: Nguyen Tien Khiem A new approach to solving the stationary Fokker-Planck-Kolmogorov equation for a randomly oscillating nonlinear system // Ukr. Mat. Zh. - 1992. - 44, № 8. - pp. 1123–1129.

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