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Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method

Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method
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摘要 The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the subspaces. The FPK equation for the joint probability density function of the state variables in the other subspace is formulated. Therefore, the FPK equations in low dimensions are obtained from the original FPK equation in high dimensions and the FPK equations in low dimensions are solvable with the exponential polynomial closure method. Examples about multi-degree-offreedom NSD systems with various polynomial types of nonlinearities in displacements are given to show the effectiveness of the subspace-EPC method in these cases. The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the subspaces. The FPK equation for the joint probability density function of the state variables in the other subspace is formulated. Therefore, the FPK equations in low dimensions are obtained from the original FPK equation in high dimensions and the FPK equations in low dimensions are solvable with the exponential polynomial closure method. Examples about multi-degree-offreedom NSD systems with various polynomial types of nonlinearities in displacements are given to show the effectiveness of the subspace-EPC method in these cases.
出处 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2011年第9期1631-1637,共7页 中国科学:物理学、力学、天文学(英文版)
关键词 nonlinear stochastic dynamic systems large-scale systems probability density function Fokker-Planck-Kolmogorov equation subspace-EPC 非线性动态系统 随机子空间 EPC C方法 FPK方程 联合概率密度函数 随机动态系统 指数多项式
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