Systematic adiabatic analysis of a nonlinear oscillator with inertia driven by colored noise

Michelle M. Wu, K. Y.R. Billah, Masanobu Shinozuka

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

The Duffing oscillator with inertia excited by colored noise is studied and a colored Fokker-Planck equation and reduced stationary probability density function is obtained by systematic adiabatic expansion. The second-order moments are presented for different values of system parameters and numerical simulation is carried out. In the region where perturbation is valid, i.e., where ε∼0.1, and when correlation time τ of noise is of the same order of system time scale 1/γ, the results of adiabatic expansion agree very well with that of numerical simulation.

Original languageEnglish
Pages (from-to)3377-3380
Number of pages4
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume52
Issue number4
DOIs
StatePublished - 1995

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