摘要
本文考虑OU色噪声作为一个新的变量,利用W.K.B(Wentzel,Kramers,Brillouin)方法得到了由OU色噪声驱动的含频率涨落的非线性阻尼振子所满足的三维Fokker-Plank方程的定态几率密度。
The stationary probability density of the nonlinear damping oscillator with fluctuating frequency obeys a three dimensional Fokker-Plank equation(FPE) if we Consider Ornstain-Uhlenbeck(OU)colored noise as a new variable.We obtain the stationary solution of the FPE by using the WKB method.
出处
《湖南师范大学自然科学学报》
CAS
1989年第4期312-317,共6页
Journal of Natural Science of Hunan Normal University
关键词
噪声
频率
振子
定态
几率密度
noise
nonlinear damping
oscillator
stationary states
probability density/WKB method
Ornstain-Uhlenbeck(OU)