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Analysis of a Nonlinear First-Order System with a White Noise Input

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. doi:10.1063/1.1777094.

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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

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Additional Information:©1961 The American Institute of Physics (Received June 19, 1961)
Issue or Number:11
Record Number:CaltechAUTHORS:CAUjap61
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:4090
Deposited By: Archive Administrator
Deposited On:26 Jul 2006
Last Modified:08 Nov 2021 20:14

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