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Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method
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作者 ER GuoKang IU VaiPan 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2011年第9期1631-1637,共7页
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-E... 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. 展开更多
关键词 nonlinear stochastic dynamic systems large-scale systems probability density function Fokker-Planck-Kolmogorov equation subspace-epc
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