Abstract
The Wiener-Hermite functional (WHF) method is applied to the stochastic oscillator model under stable system conditions. The application concerns a non-linear trivariate-input/single-output problem. Gaussian random noise sources are assumed. A set of coupled integral equations is established in the frequency domain for any required approximation accuracy (WHF- N approximation), from which noise signature functions of the response can be derived. The oscillator model is explicitly treated in a second-order approximation (WHF-2 approximation) with white noise sources and the resulting steady-state value and the power spectral density of the response are compared with exact results derived by the Fokker-Planck method. The approximative results exhibit the same structure as recently found in the application of the WHF method to point reactor kinetics driven by random reactivity fluctuations.
Published Version
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