关键词: nonstationary probability density, modulated white noise, stochastic averaging method, Galerkin method

Abstract: In the analytic theory of differential equations the exact explicit analytic solution has not been obtained for equations of the non-Fuchsian type (Poincare's problem). The new theory proposed in this paper for the first time affords a general method of finding exact analytic expres-sion for irregular integrals.By discarding the assumption of formal solution of classical theory,our method consists in deriving a cor-respondence relation from the equation itself and providing the analytic structure of irregular integrals naturally by the residue theorem. Irregular integrals are made up of three parts: noncontracted part,represented by ordinary recursion series,all-and semi-contracted part by the so-called tree series. Tree series solutions belong to analytic function of the new kind with recursion series as the special case only.

Key words: nonstationary probability density, modulated white noise, stochastic averaging method, Galerkin method