On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions

In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by...

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Veröffentlicht in:	Nonlinear dynamics 2000-03, Vol.21 (3), p.289-306
Hauptverfasser:	Utz von Wagner, Wedig, Walter V
Format:	Artikel
Sprache:	eng
Schlagworte:	Dry friction Fourier series Mathematical analysis Nonlinear systems Orthogonal functions Oscillators Polynomials Probability density functions Probability theory Stochastic systems Weighting functions White noise
Online-Zugang:	Volltext
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