RESPONS STOKASTIK SISTEM DINAMIK NON-LINIER DENGAN n DERAJAT KEBEBASAN
Abstrak
Fenomena loncatan yang terdapat pada suatu sistem dinamik non-linier deterministik, telah lama dlkenal dengan baik. Tetapi pada sistem non-linier acak, fenomena ini sangat kurang dikenal. Secara alami sebagian besar strulkrur mengalami gaya-gaya luar yang sifatnya acak dan penyelesaian stokastik dari suatu sistem non-linier telah menarik perhatian banyak peneliti pada akhir-akhir ini. Pada tulisan ini akan diperlihatkan bahwa fenomena loncatan dapat dihasilkan dan suatu system non-linier yang mengalami gaya eksitasi luar acak. Masalah akan diselesaikan dengan menggunakan persamaan diferensial stokastik Ito, dan persamaan momen yang tak terbatas akan dibatasi dengan menggunakan bantuan metode Gauss tertutup.
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