Residential College | false |
Status | 已發表Published |
The approximate solutions of FPK equations in high dimensions for some nonlinear stochastic dynamic systems | |
Er,Guo Kang; Iu,Vai Pan | |
2011 | |
Source Publication | Communications in Computational Physics |
ISSN | 1815-2406 |
Volume | 10Issue:5Pages:1241-1256 |
Abstract | The probabilistic solutions of the nonlinear stochastic dynamic (NSD) systems with polynomial type of nonlinearity are investigated with the subspace-EPC method. The space of the state variables of large-scale nonlinear stochastic dynamic system excited by white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system is then integrated over one of the subspaces. The FPK equation for the joint probability density function of the state variables in another subspace is formulated. Therefore, the FPK equation in low dimensions is obtained from the original FPK equation in high dimensions and it makes the problem of obtaining the probabilistic solutions of largescale NSD systems solvable with the exponential polynomial closure method. Examples about the NSD systems with polynomial type of nonlinearity are given to show the effectiveness of the subspace-EPC method in these cases. © 2011 Global-Science Press. |
Keyword | Fokker-planck-kolmogorov Equation Large-scale Systems Nonlinear Stochastic Dynamic Systems Probability Density Function Subspace |
DOI | 10.4208/cicp.140710.210111a |
URL | View the original |
Language | 英語English |
WOS ID | WOS:000298764200007 |
Scopus ID | 2-s2.0-80051752358 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Affiliation | Faculty of Science and Technology,University of Macau,Macau,China |
First Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Er,Guo Kang,Iu,Vai Pan. The approximate solutions of FPK equations in high dimensions for some nonlinear stochastic dynamic systems[J]. Communications in Computational Physics, 2011, 10(5), 1241-1256. |
APA | Er,Guo Kang., & Iu,Vai Pan (2011). The approximate solutions of FPK equations in high dimensions for some nonlinear stochastic dynamic systems. Communications in Computational Physics, 10(5), 1241-1256. |
MLA | Er,Guo Kang,et al."The approximate solutions of FPK equations in high dimensions for some nonlinear stochastic dynamic systems".Communications in Computational Physics 10.5(2011):1241-1256. |
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