Residential College | false |
Status | 已發表Published |
State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions | |
Er G.-K.; Iu V.P. | |
2012-06-20 | |
Source Publication | Physical Review E - Statistical, Nonlinear, and Soft Matter Physics |
ISSN | 15393755 15502376 |
Volume | 85Issue:6 |
Abstract | The state-space-split method for solving the Fokker-Planck-Kolmogorov equations in high dimensions is extended to solving the generalized Fokker-Planck-Kolmogorov equations in high dimensions for stochastic dynamical systems with a polynomial type of nonlinearity and excited by Poissonian white noise. The probabilistic solution of the motion of the stretched Euler-Bernoulli beam with cubic nonlinearity and excited by uniformly distributed Poissonian white noise is analyzed with the presented solution procedure. The numerical analysis shows that the results obtained with the state-space-split method together with the exponential polynomial closure method are close to those obtained with the Monte Carlo simulation when the relative value of the basic system relaxation time and the mean arrival time of the Poissonian impulse is in some limited range. © 2012 American Physical Society. |
DOI | 10.1103/PhysRevE.85.067701 |
URL | View the original |
Language | 英語English |
WOS ID | WOS:000305566800012 |
Scopus ID | 2-s2.0-84862869093 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | Faculty of Science and Technology |
Affiliation | Universidade de Macau |
First Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Er G.-K.,Iu V.P.. State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions[J]. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 2012, 85(6). |
APA | Er G.-K.., & Iu V.P. (2012). State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 85(6). |
MLA | Er G.-K.,et al."State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions".Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 85.6(2012). |
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