1
vote
0answers
48 views

Autocorrelation function for deterministic nonlinear dynamical systems

I am quite puzzled with the problem that spectral analysis has been either applied to noisy dynamical systems or to chaotic ones. I was wondering why nobody makes analysis of non-linear dynamical ...
5
votes
2answers
288 views

Modeling stochastic process with frequency-dependent power spectrum

I'm trying to model of Johnson-Nyquist noise propagation in a nonlinear circuit. An ideal (linear) resistor can be modeled very nicely by the Fokker-Planck equation (equivalently, the drift-diffusion ...