Skip to main content
Log in

Two methods of integration of the Kolmogorov-Fokker-Planck equations

  • Brief Communications
  • Published:
Ukrainian Mathematical Journal Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

  1. N. N. Bogolyubov and Yu. A. Mitropol'skii, Asymptotic Methods in the Theory of Nonlinear Oscillations [in Russian], Fizmatgiz, Moscow (1963).

    Google Scholar 

  2. V. V. Bolotin, Random Vibrations of Elastic Systems [in Russian], Nauka, Moscow (1979).

    Google Scholar 

  3. M. F. Dimentberg, Nonlinear Stochastic Problems of Mechanical Vibrations [in Russian], Nauka, Moscow (1980).

    Google Scholar 

  4. S. H. Crandall, Random Vibrations, MIT Press, Massachusetts.

  5. Yu. A. Mitropol'skii and V. G. Kolomiets, “Application of the asymptotic methods in stochastic systems,” in: Approximate Methods of Investigation of Nonlinear Systems [in Russian], Yu. A. Mitropol'skii and V. G. Kolomiets (eds.), Inst. Mat. Akad. Nauk Ukr. SSR, Kiev (1976), pp. 102–147.

    Google Scholar 

  6. R. L. Stratonovich, Selected Questions of Theory of Fluctuations in Radio Engineering [in Russian], Sov. Radio, Moscow (1961).

    Google Scholar 

  7. I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations and Their Applications [in Russian], Naukova Dumka, Kiev (1982).

    Google Scholar 

  8. Nguen Dong An', “Certain methods of integration of the KFP equations in the theory of random vibrations,” Ukr. Mat. Zh.,33, no. 3, 87–91 (1981).

    Google Scholar 

  9. Nguen Dong An' and K'eu Tkhe Dyk, “On the solution of the KFP equation for the van der Pol system, subjected to periodical and random actions,” Ukr. Mat. Zh.,34, No. 6, 779–783 (1982).

    Google Scholar 

  10. Nguen Dong An', “On the question of investigation of random vibrations in nonautonomous variable systems by the method of the KFP equations and the asymptotic methods of nonlinear mechanics,” Mat. Fiz.,34, 80–85 (1983).

    Google Scholar 

  11. Nguen Dong An', “On the question of solution of the KFP equations for a nonautonomous mechanical system with one degree of freedom,” Prikl. Mekh.,20, No. 3, 87–93 (1984).

    Google Scholar 

  12. Nguen Dong An', “Random vibrations of mechanical systems for periodically varying fundamental frequency,” Ukr. Mat. Zh.,37, No. 2, 261–267 (1985).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 38, No. 3, pp. 381–385, May–June, 1986.

Rights and permissions

Reprints and permissions

About this article

Cite this article

An', N.D. Two methods of integration of the Kolmogorov-Fokker-Planck equations. Ukr Math J 38, 331–334 (1986). https://doi.org/10.1007/BF01056837

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01056837

Navigation