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Abstract:
This paper proposes an approach to obtain the steady state probability density function (PDF) of nonsmooth nonlinear dynamical systems driven by the Gaussian white noise. The steady state PDF solution is assumed to contain two probability flows obtained by the detailed balance method. The weighted mean squared residuals of the error of the FPK equation are minimized with respect to the unknown coefficients in the assumed solution. The integrability of the weighted mean squared residuals is found to provide a means to deal with the singularities in the steady state PDF that arise from the nonsmooth dynamics of the nonlinear stochastic system. The accuracy of the proposed approach is estimated by the Monte Carlo simulations via two examples. (C) 2018 Elsevier B.V. All rights reserved.
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Source :
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
ISSN: 0378-4371
Year: 2018
Volume: 508
Page: 111-117
2 . 5
JCR@2018
3 . 2 6 3
JCR@2020
ESI Discipline: PHYSICS;
ESI HC Threshold:103
JCR Journal Grade:2
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 5
SCOPUS Cited Count: 5
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 2
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