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.
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Literature cited
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 8, pp. 1123–1129, August, 1992.
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Khiem, N.T. A new approach to solving the stationary Fokker-Planck-Kolmogorov equation for a randomly oscillating nonlinear system. Ukr Math J 44, 1025–1031 (1992). https://doi.org/10.1007/BF01057125
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DOI: https://doi.org/10.1007/BF01057125