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Solution of the Stochastic Differential equation

Solution of the Stochastic Differential equation

The Bernoulli differential equation that has been used as primary modeling in many application branches commonly contains harmonic force function in the inhomogeneous term. The nhomogeneous Bernoulli differential equation (IBDE) is specified by nonlinearity of nth order. For instance, 3rd order IBDE is called a stochastic differential equation that has been commonly applied for describing the corrosion mechanism, the transport of fluxon, the generation of squeezed laser, etc. Due to the difficulty of applying a linearization procedure for IBDE, it has commonly been solved numerically. In this paper we introduced a so-called Stable Modulation Technique (SMT) which is able to solve a first order nonlinear differential equation that transformable into the homogeneous Bernoulli differential equation (BDE). SMT is employed by splitting BDE into linear and nonlinear parts. The solution of its nonlinear part has been found to be AF(A) where A is the initial value of nonlinear solution part and F is the modulation function whose phase is a function of A. The general solution of BDE obtained by substituting the linear solution part into initial value of the nonlinear solution part. Although IBDE can not be transformed into BDE completely, SMT gives nevertheless an approximation solution in AF(A) form, where the homogeneous solution part becomes its amplitude term. The AF(A) formula for stochastic differential equation with cosine function as inhomogeneous term can be decomposed as well into transient and steady state solutions. In addition, a special example of solving 2 ogeneous Bernoulli differential equation (BDE) has en used as a primary modeling scheme in many ation branches. A nonlinear BDE is specified by a nonlinearity of n. Although the stochastic differential equation is the first order differential equation, nevertheless the procedure of obtaining its analytical solution is very complicated as shown in utilizing of BWK (Brillouin, Wenzel, Kramer) and Reversion methods nd order BDE in creating a new Planck’s formula of black-body radiation is also presented.

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