A Markov chain approximation of switched Fokker-Planck equations for a model of on-off intermittency in the postural control during quiet standing
finite element analysisFokker-Planck equationMarkov chain approximationstochastic hybrid dynamical system
Ordinary differential equations and systems with randomness (34F05) Methods of ordinary differential equations applied to PDEs (35A24) Fokker-Planck equations (35Q84) PDEs on time scales (35R07) Integro-partial differential equations (35R09) PDEs with randomness, stochastic partial differential equations (35R60) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Control of mechanical systems (70Q05) Biomechanics (92C10) Feedback control (93B52)
In this paper, a comprehensive numerical recipe is developed to represent and simulate switched-type hybrid Fokker-Planck (FP) equations, which govern time evolutions of probability density functions (PDFs) of two stochastic ordinary differential equations (S-ODEs) that are switched with each other, as finite Markov chain models. The discretization is performed by using the finite element method (FEM), and then stochastic switching dynamics of the intermittent control model, including time evolutions of PDFs, stationary PDFs, and power spectral density functions (PSD). are analyzed in detail using the Markov chain approximation of the hybrid FP equations. The major achievement of this study is formulation of the Markov chain approximation of switched-type hybrid S-ODEs, and for solving stationary PDFs of the switched-type hybrid S-ODEs.
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