首页> 外文会议>4th International Conference on Structural Dynamics Vol.1, Sep 2-5, 2002, Munich, Germany >Non-stationary probabilistic analysis of dynamical systems under delta-correlated white noise
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Non-stationary probabilistic analysis of dynamical systems under delta-correlated white noise

机译:δ相关白噪声下动力系统的非平稳概率分析

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This paper is concerned with an approximate solution of generalized Fokker-Planck equation of characteristic function of dynamical response of non-linear system excited by external or parametric white noise. Series expansion on Hermite polynomial basis is used to represent the unknown characteristic function in terms of unknown time-dependent coefficients. Weighted residual method is used to obtain a system of linear differential equation in the unknown coefficients solved by means of standard techniques. Solution provided represents fine approximation of probability density function contrasted with exact and Monte-Carlo solutions.
机译:本文涉及由外部或参数白噪声激发的非线性系统动力响应的特征函数的广义Fokker-Planck方程的近似解。使用基于Hermite多项式的级数展开来表示未知时间相关系数方面的未知特征函数。加权残差法用于通过标准技术求解未知系数的线性微分方程组。提供的解决方案与精确和蒙特卡洛解决方案相比,代表了概率密度函数的精细近似。

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