HIGHER-ORDER AVERAGING METHOD OF COEFFICIENTS IN FOKKER-PLANCK EQUATION

Two methods of integrating the first-order averaged Fokker-Planck (FP) equation used in the theory of random oscillations are proposed for t he non-autonomous cases. Further, since the effect of some nonlinear t erms is lost during the first-order averaging procedure, the procedure s for obtaining higher approximate solutions to the FP equation are de veloped. It is shown that these procedures involve the classical first -order averaging method of coefficients in FP equation. The Duffing an d Van der Pol oscillations are considered.