| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 978339 | Physica A: Statistical Mechanics and its Applications | 2007 | 8 Pages |
Abstract
The present paper is devoted to the numerical solution of the Fokker–Planck (FP) equation associated to the Duffing oscillator driven by colored noise. We propose an improved discretization of the standard FP operator-splitting method which renders the scheme unconditionally stable. This scheme is successfully applied to explore the influence of the colored noise on the probability density.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Wen-Xian Xie, Li Cai, Wei Xu,