Caughey, T. K. and Dienes, J. K. (1961) Analysis of a Nonlinear First-Order System with a White Noise Input. Journal of Applied Physics, 32 (11). pp. 2476-2479. ISSN 0021-8979 http://resolver.caltech.edu/CaltechAUTHORS:CAUjap61
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Abstract
A general technique for computing the power spectrum of nonlinear systems is presented, and the method is applied to the Brownian motion of a particle with idealized Coulomb damping. In this method the transition probability is obtained by solving the appropriate Fokker-Planck equation. Then the autocorrelation function is calculated by an appropriate integration, and finally the power spectrum is found by means of the Wiener-Khintchine relation. Comparison is made with the method of equivalent linearization, which is applicable to a wide class of nonlinear problems
| Item Type: | Article |
|---|---|
| Additional Information: | ©1961 The American Institute of Physics (Received June 19, 1961) |
| Record Number: | CaltechAUTHORS:CAUjap61 |
| Persistent URL: | http://resolver.caltech.edu/CaltechAUTHORS:CAUjap61 |
| Alternative URL: | http://dx.doi.org/10.1063/1.1777094 |
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. |
| ID Code: | 4090 |
| Collection: | CaltechAUTHORS |
| Deposited By: | Archive Administrator |
| Deposited On: | 26 Jul 2006 |
| Last Modified: | 26 Dec 2012 08:57 |
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