SYSTEMATIC ADIABATIC ANALYSIS OF A NONLINEAR OSCILLATOR WITH INERTIA DRIVEN BY COLORED NOISE

The Duffing oscillator with inertia excited by colored noise is studie d and a colored Fokker-Planck equation and reduced stationary probabil ity density function is obtained by systematic adiabatic expansion. Th e second-order moments are presented for different values of system pa rameters and numerical simulation is carried out. In the region where perturbation is valid, i.e., where epsilon similar to 0.1, and when co rrelation time tau of noise is of the same order of system time scale 1/gamma, the results of adiabatic expansion agree very well with that of numerical simulation.