Determination of the stationary state densities of the stochastic nonlinear dynamical systems

DOI10.1016/J.IJENGSCI.2006.06.012MaRDI QIDQ538680zbMATH OpenOpenAlexFDO

Authors Serkan Günel, F. Acar Savacı

Publication date 25 May 2011

Published in International Journal of Engineering Science (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11147/2174

zbMATH Keywords

compactly supported multivariable polynomialsFokker-Planck-Kolmogorov equationrandom dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• A generalized analysis technique of the stationary FPK equation in nonlinear systems under Gaussian white noise excitations
• A sequence solution to the Fokker-Planck equation
• A survey of numerical methods for stochastic differential equations
• An exact solution to a certain nonlinear random vibration problem
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Eigenfunction expansions for randomly excited non-linear systems
• Exact and approximate solutions for randomly excited MDOF nonlinear systems
• Exact stationary probability density for second order non-linear systems under external white noise excitation
• Exponential closure method for some randomly excited nonlinear systems
• Extension of eigenfunction-expansion solutions of a Fokker-Planck equation. II. Second order system
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Maximum-entropy approach with higher moments for solving Fokker-Planck equation
• Multi-Gaussian closure method for randomly excited nonlinear systems
• On the calculation of stationary solutions of multi-dimensional Fokker-Planck equations by orthogonal functions
• Random differential equations in science and engineering
• Study of the Random Vibration of Nonlinear Systems by the Gaussian Closure Technique
• The exact steady-state solution of a class of nonlinear stochastic systems
• The Fokker-Planck equation. Methods of solutions and applications.

Cited in

(6)

• On joint stationary probability density function of nonlinear dynamic systems
• Determining the stationary probabilities of states of the system GI|G|n|O with an almost-poisson input
• Estimating probability density functions and entropies of Chua's circuit using B-spline functions
• A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems
• Bayesian stable mixture model of state densities of generalized Chua's circuit
• Unified analysis of complex nonlinear motions via densities

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Uses Software

• KernSmooth

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