Residential College | false |
Status | 已發表Published |
The approximate solutions of FPK equations in high dimensions for some nonlinear stochastic dynamic systems | |
Guo-Kang Er; Vai Pan Iu | |
2011-11-01 | |
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. |
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 |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Physics |
WOS Subject | Physics, Mathematical |
WOS ID | WOS:000298764200007 |
Publisher | GLOBAL SCIENCE PRESS, ROOM 3208, CENTRAL PLAZA, 18 HARBOUR RD, WANCHAI, HONG KONG 00000, PEOPLES R CHINA |
Scopus ID | 2-s2.0-80051752358 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING |
Affiliation | Faculty of Science and Technology, University of Macau, Macau SAR, P. R. China |
First Author Affilication | Faculty of Science and Technology |
Recommended Citation GB/T 7714 | Guo-Kang Er,Vai Pan Iu. 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 | Guo-Kang Er., & Vai Pan Iu (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 | Guo-Kang Er,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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