ITERATIVE SCHEMES FOR STABILITY PROBLEMS WITH NONSINGULAR FOKKER-PLANCK EQUATIONS

Stability investigations of perturbed dynamical systems are considerab ly refined by utilizing the invariant measures of the systems, which c an be calculated by the stationary solutions of the associated Fokker- Planck equations. The paper presents iterative schemes in order to obt ain these solutions as limit cycles and check them by means of Monte-C arlo simulations. Both methods are applied to parametrically excited o scillators including the limiting cases of deterministic harmonic exci tations and stochastic white noise perturbations. Copyright (C) 1996 E lsevier Science Ltd.