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An Improved Closure Method for Analysis of Nonlinear Stochastic Systems
Er G.-K.
1998
Source PublicationNonlinear Dynamics
ISSN1573-269X
Volume17Issue:3Pages:285
Abstract

The probability density function (PDF) and the mean up-crossing rate (MCR) of the stationary responses of nonlinear stochastic systems excited by white noise is analyzed based on the assumption that the PDF of the responses is approximated with an exponential function of a polynomial in the state variables. Based upon the approximate PDF, a new technique is developed for the approximate PDF solution of Fokker-Planck-Kolmogorov equation, and consequently, the MCR of the system responses is analyzed. Numerical results showed that the approximate PDFs and MCRs approach to the exact ones as the degree of the polynomial increases.

KeywordExponential Polynomial Mean Up-crossing Rate Nonlinear Stochastic Systems Probability Density Function
DOI10.1023/A:1008346204836
URLView the original
Indexed BySCIE
Language英語English
WOS IDWOS:000077320600005
The Source to ArticleScopus
Scopus ID2-s2.0-0032203040
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
Recommended Citation
GB/T 7714
Er G.-K.. An Improved Closure Method for Analysis of Nonlinear Stochastic Systems[J]. Nonlinear Dynamics, 1998, 17(3), 285.
APA Er G.-K..(1998). An Improved Closure Method for Analysis of Nonlinear Stochastic Systems. Nonlinear Dynamics, 17(3), 285.
MLA Er G.-K.."An Improved Closure Method for Analysis of Nonlinear Stochastic Systems".Nonlinear Dynamics 17.3(1998):285.
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