Please use this identifier to cite or link to this item: https://hdl.handle.net/11147/1937
Title: Approximate stationary density of the nonlinear dynamical systems excited with white noise
Authors: Günel, Serkan
Savacı, Ferit Acar
Keywords: Approximate solution
Compactly supported function
Computational complexity
Dynamical systems
Fokker Planck equation
Issue Date: 2005
Publisher: Institute of Electrical and Electronics Engineers Inc.
Source: Günel, S., and Savacı, F. A. (2005). Approximate stationary density of the nonlinear dynamical systems excited with white noise. IEEE International Symposium on Circuits and Systems 2005, 5, 4899-4902. doi:10.1109/ISCAS.2005.1465731
Abstract: In this paper, obtaining approximate solution of Fokker-Planck-Kolmogorov (FPK) Equation using compactly supported functions has been discussed. With specific choice of such functions as piecewise multivariable polynomials which are supported on ellipsoidal regions, the parameters to be determined can be considerably decreased compared to Multi- Gaussian Closure scheme [1]. An example commonly considered in the literature has been analyzed and the proposed method has been compared with the Multi-Gaussian Closure scheme. The simulation results indicate that the new scheme is quite successful even if the driving noise is not white Gaussian, but has an exponential correlation function with small correlation time.
Description: IEEE International Symposium on Circuits and Systems 2005, ISCAS 2005; Kobe; Japan; 23 May 2005 through 26 May 2005
URI: http://doi.org/10.1109/ISCAS.2005.1465731
http://hdl.handle.net/11147/1937
ISSN: 0271-4310
0271-4310
Appears in Collections:Electrical - Electronic Engineering / Elektrik - Elektronik Mühendisliği
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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