... for an expected time interval between outbreaks in the intermittent response. 08 01 2007 08 10 2008 05 03 2009 Fokker-Planck equation Markov processes partial differential equations probability stability Classical definitions of stability and instability deal with long-term...

... studied. The response envelope has been modeled as a Markov process by defining an equivalent linear system with response-dependent parameters and applying stochastic averaging. An approximate solution of the associated Fokker-Planck equation has been pursued resorting to the Galerkin method. Specifically...

... to approximate the energy envelope process E t as a one-dimensional, continuous Markov process. In the theory leading to this approximation, as developed earlier ( 16 ), use was made of the Stratonovitch-Khasminskii (SK) limit theorem ( 15 ). Recently an alternative approach to the derivation...