The short-time evolution of a non-linear oscillator driven by white noise

R.J. Henery

Physica A: Statistical Mechanics and its Applications, 1982, vol. 116, issue 1, 321-330

Abstract: An equation for the evolution of conditional moments, analogous to the Fokker-Planck equation for the probability density, is used to develop a Taylor series expansion for the correlation function of a non-linear oscillator driven by white noise. The first few coefficients in this series are calculated exactly and these values are compared with the linear transport law approximation of Bixon and Zwanzig1) which is shown to be correct to the eighth order in time.

Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:116:y:1982:i:1:p:321-330

DOI: 10.1016/0378-4371(82)90248-5

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