Continuation Method on Cumulant Neglect EquationsSource: Journal of Computational and Nonlinear Dynamics:;2018:;volume( 013 ):;issue: 009::page 90913DOI: 10.1115/1.4038895Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: For stochastic systems, the Fokker–Planck equation (FPE) is used to describe the system dynamics. The FPE is a partial differential equation, which is a function of all the variables in state space and of time. To solve the FPE, several methods are used, including finite elements, moment neglect methods, and cumulant neglect methods. This paper will study the cumulant neglect equations, which are derived from the FPE. It will be shown that the cumulant neglect method, while being a useful and popular tool for studying the system response, introduces several nonphysical artifacts.
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| contributor author | Perkins, Edmon | |
| contributor author | Fitzgerald, Tim | |
| date accessioned | 2019-02-28T11:12:01Z | |
| date available | 2019-02-28T11:12:01Z | |
| date copyright | 7/26/2018 12:00:00 AM | |
| date issued | 2018 | |
| identifier issn | 1555-1415 | |
| identifier other | cnd_013_09_090913.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl1/handle/yetl/4253749 | |
| description abstract | For stochastic systems, the Fokker–Planck equation (FPE) is used to describe the system dynamics. The FPE is a partial differential equation, which is a function of all the variables in state space and of time. To solve the FPE, several methods are used, including finite elements, moment neglect methods, and cumulant neglect methods. This paper will study the cumulant neglect equations, which are derived from the FPE. It will be shown that the cumulant neglect method, while being a useful and popular tool for studying the system response, introduces several nonphysical artifacts. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Continuation Method on Cumulant Neglect Equations | |
| type | Journal Paper | |
| journal volume | 13 | |
| journal issue | 9 | |
| journal title | Journal of Computational and Nonlinear Dynamics | |
| identifier doi | 10.1115/1.4038895 | |
| journal fristpage | 90913 | |
| journal lastpage | 090913-3 | |
| tree | Journal of Computational and Nonlinear Dynamics:;2018:;volume( 013 ):;issue: 009 | |
| contenttype | Fulltext |