A new approach to solution of the Focker-Plank-Kolmogorov equation tor random oscillatory nonlinear systems

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.