Numerical simulation for a Duffing oscillator driven by colored noise using nonstandard difference scheme

Wen Xian Xie; Li Cai; Wei Xu

doi:10.1016/j.physa.2006.05.021

Numerical simulation for a Duffing oscillator driven by colored noise using nonstandard difference scheme

Wen Xian Xie, Li Cai, Wei Xu

School of Mathematics and Statistics

Northwestern Polytechnical University Xian

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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.

Original language	English
Pages (from-to)	183-190
Number of pages	8
Journal	Physica A: Statistical Mechanics and its Applications
Volume	373
DOIs	https://doi.org/10.1016/j.physa.2006.05.021
State	Published - 1 Jan 2007

Keywords

Colored-noise process
Duffing oscillator
Fokker-Planck equation
Nonstandard difference scheme
Operator-splitting method

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10.1016/j.physa.2006.05.021

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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.",

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AB - 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.

KW - Colored-noise process

KW - Duffing oscillator

KW - Fokker-Planck equation

KW - Nonstandard difference scheme

KW - Operator-splitting method

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JO - Physica A: Statistical Mechanics and its Applications

JF - Physica A: Statistical Mechanics and its Applications

ER -

Numerical simulation for a Duffing oscillator driven by colored noise using nonstandard difference scheme

Abstract

Keywords

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