An original approximate method for estimating the invariant probability distribution of a large class of multi-dimensional nonlinear stochastic oscillators

2003 
This paper proposes an original method for obtaining analytical approximations of the invariant probability density function of multi-dimensional Hamiltonian dissipative dynamic systems under Gaussian white noise excitations, with linear non-conservative parts and nonlinear conservative parts. The method is based on an exact result and a heuristic argument. Its pertinence is attested by numerical tests.
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