On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions
In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by...
Gespeichert in:
Veröffentlicht in: | Nonlinear dynamics 2000-03, Vol.21 (3), p.289-306 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
container_end_page | 306 |
---|---|
container_issue | 3 |
container_start_page | 289 |
container_title | Nonlinear dynamics |
container_volume | 21 |
creator | Utz von Wagner Wedig, Walter V |
description | In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by the application of the stochasticaveraging method. The proposed analysis is demonstrated with severalexamples. The first one is a two-dimensional problem of nonlinearoscillators driven by white noise. The second one describes two-massoscillators with independent coloured noise excitations leading tosix-dimensional probability density functions. The next example ispresenting a system driven by both harmonic and stochastic excitationleading to three-dimensional probability density functions. Finally,oscillators with dry friction characteristics are examined. |
doi_str_mv | 10.1023/A:1008389909132 |
format | Article |
fullrecord | <record><control><sourceid>proquest</sourceid><recordid>TN_cdi_proquest_journals_2259492318</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2259492318</sourcerecordid><originalsourceid>FETCH-LOGICAL-c227t-b132a5f555ad4683b456e1619020f23b3dee96af5109169bf1cb8dbd819086523</originalsourceid><addsrcrecordid>eNotj81KAzEUhYMoWKtrtwHXozfJJE3cldqqUBmhCt2VZCZjf-LETpJFd76Db-iTOG1dncO5H5dzELomcEuAsrvhPQGQTCoFijB6gnqED1hGhZqfoh4ommegYH6OLkJYAwCjIHtoWzQ4Li0eaVcmp-PKN9jXeBYPVrc7PPMu7X3Y5y_JxVX2sPq0TdjfHZ74zca2v98_r0435QaPt0kfcbPDRRuX_uPIpaY85JforNYu2Kt_7aP3yfht9JRNi8fn0XCalZQOYma6DZrXnHNd5UIyk3NhiSAKKNSUGVZZq4SuOenmCmVqUhpZmUp2hBScsj66Of79av022RAXa5_arkpYUMpVrigjkv0BVfReGA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2259492318</pqid></control><display><type>article</type><title>On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions</title><source>SpringerLink_现刊</source><creator>Utz von Wagner ; Wedig, Walter V</creator><creatorcontrib>Utz von Wagner ; Wedig, Walter V</creatorcontrib><description>In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by the application of the stochasticaveraging method. The proposed analysis is demonstrated with severalexamples. The first one is a two-dimensional problem of nonlinearoscillators driven by white noise. The second one describes two-massoscillators with independent coloured noise excitations leading tosix-dimensional probability density functions. The next example ispresenting a system driven by both harmonic and stochastic excitationleading to three-dimensional probability density functions. Finally,oscillators with dry friction characteristics are examined.</description><identifier>ISSN: 0924-090X</identifier><identifier>EISSN: 1573-269X</identifier><identifier>DOI: 10.1023/A:1008389909132</identifier><language>eng</language><publisher>Dordrecht: Springer Nature B.V</publisher><subject>Dry friction ; Fourier series ; Mathematical analysis ; Nonlinear systems ; Orthogonal functions ; Oscillators ; Polynomials ; Probability density functions ; Probability theory ; Stochastic systems ; Weighting functions ; White noise</subject><ispartof>Nonlinear dynamics, 2000-03, Vol.21 (3), p.289-306</ispartof><rights>Nonlinear Dynamics is a copyright of Springer, (2000). All Rights Reserved.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c227t-b132a5f555ad4683b456e1619020f23b3dee96af5109169bf1cb8dbd819086523</citedby></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids></links><search><creatorcontrib>Utz von Wagner</creatorcontrib><creatorcontrib>Wedig, Walter V</creatorcontrib><title>On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions</title><title>Nonlinear dynamics</title><description>In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by the application of the stochasticaveraging method. The proposed analysis is demonstrated with severalexamples. The first one is a two-dimensional problem of nonlinearoscillators driven by white noise. The second one describes two-massoscillators with independent coloured noise excitations leading tosix-dimensional probability density functions. The next example ispresenting a system driven by both harmonic and stochastic excitationleading to three-dimensional probability density functions. Finally,oscillators with dry friction characteristics are examined.</description><subject>Dry friction</subject><subject>Fourier series</subject><subject>Mathematical analysis</subject><subject>Nonlinear systems</subject><subject>Orthogonal functions</subject><subject>Oscillators</subject><subject>Polynomials</subject><subject>Probability density functions</subject><subject>Probability theory</subject><subject>Stochastic systems</subject><subject>Weighting functions</subject><subject>White noise</subject><issn>0924-090X</issn><issn>1573-269X</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2000</creationdate><recordtype>article</recordtype><sourceid>AFKRA</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><recordid>eNotj81KAzEUhYMoWKtrtwHXozfJJE3cldqqUBmhCt2VZCZjf-LETpJFd76Db-iTOG1dncO5H5dzELomcEuAsrvhPQGQTCoFijB6gnqED1hGhZqfoh4ommegYH6OLkJYAwCjIHtoWzQ4Li0eaVcmp-PKN9jXeBYPVrc7PPMu7X3Y5y_JxVX2sPq0TdjfHZ74zca2v98_r0435QaPt0kfcbPDRRuX_uPIpaY85JforNYu2Kt_7aP3yfht9JRNi8fn0XCalZQOYma6DZrXnHNd5UIyk3NhiSAKKNSUGVZZq4SuOenmCmVqUhpZmUp2hBScsj66Of79av022RAXa5_arkpYUMpVrigjkv0BVfReGA</recordid><startdate>20000301</startdate><enddate>20000301</enddate><creator>Utz von Wagner</creator><creator>Wedig, Walter V</creator><general>Springer Nature B.V</general><scope>8FE</scope><scope>8FG</scope><scope>ABJCF</scope><scope>AFKRA</scope><scope>BENPR</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>HCIFZ</scope><scope>L6V</scope><scope>M7S</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>PTHSS</scope></search><sort><creationdate>20000301</creationdate><title>On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions</title><author>Utz von Wagner ; Wedig, Walter V</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c227t-b132a5f555ad4683b456e1619020f23b3dee96af5109169bf1cb8dbd819086523</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2000</creationdate><topic>Dry friction</topic><topic>Fourier series</topic><topic>Mathematical analysis</topic><topic>Nonlinear systems</topic><topic>Orthogonal functions</topic><topic>Oscillators</topic><topic>Polynomials</topic><topic>Probability density functions</topic><topic>Probability theory</topic><topic>Stochastic systems</topic><topic>Weighting functions</topic><topic>White noise</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Utz von Wagner</creatorcontrib><creatorcontrib>Wedig, Walter V</creatorcontrib><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central</collection><collection>ProQuest Central</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Engineering Collection</collection><collection>Engineering Database</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>Engineering collection</collection><jtitle>Nonlinear dynamics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Utz von Wagner</au><au>Wedig, Walter V</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions</atitle><jtitle>Nonlinear dynamics</jtitle><date>2000-03-01</date><risdate>2000</risdate><volume>21</volume><issue>3</issue><spage>289</spage><epage>306</epage><pages>289-306</pages><issn>0924-090X</issn><eissn>1573-269X</eissn><abstract>In this paper, nonlinear stochastic systems are investigatedvia associated Fokker–Planck equations. Their stationary solutions arecalculated by expansions into orthogonal functions, e.g. especiallyadjusted polynomials and Fourier series. The weighting functions of thenew polynomials are obtained by the application of the stochasticaveraging method. The proposed analysis is demonstrated with severalexamples. The first one is a two-dimensional problem of nonlinearoscillators driven by white noise. The second one describes two-massoscillators with independent coloured noise excitations leading tosix-dimensional probability density functions. The next example ispresenting a system driven by both harmonic and stochastic excitationleading to three-dimensional probability density functions. Finally,oscillators with dry friction characteristics are examined.</abstract><cop>Dordrecht</cop><pub>Springer Nature B.V</pub><doi>10.1023/A:1008389909132</doi><tpages>18</tpages></addata></record> |
fulltext | fulltext |
identifier | ISSN: 0924-090X |
ispartof | Nonlinear dynamics, 2000-03, Vol.21 (3), p.289-306 |
issn | 0924-090X 1573-269X |
language | eng |
recordid | cdi_proquest_journals_2259492318 |
source | SpringerLink_现刊 |
subjects | Dry friction Fourier series Mathematical analysis Nonlinear systems Orthogonal functions Oscillators Polynomials Probability density functions Probability theory Stochastic systems Weighting functions White noise |
title | On the Calculation of Stationary Solutions of Multi-Dimensional Fokker–Planck Equations by Orthogonal Functions |
url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-25T08%3A11%3A37IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=On%20the%20Calculation%20of%20Stationary%20Solutions%20of%20Multi-Dimensional%20Fokker%E2%80%93Planck%20Equations%20by%20Orthogonal%20Functions&rft.jtitle=Nonlinear%20dynamics&rft.au=Utz%20von%20Wagner&rft.date=2000-03-01&rft.volume=21&rft.issue=3&rft.spage=289&rft.epage=306&rft.pages=289-306&rft.issn=0924-090X&rft.eissn=1573-269X&rft_id=info:doi/10.1023/A:1008389909132&rft_dat=%3Cproquest%3E2259492318%3C/proquest%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=2259492318&rft_id=info:pmid/&rfr_iscdi=true |