Approximate Stationary Density of the Nonlinear Dynamical Systems Excited With White Noise

dc.contributor.author Günel, Serkan
dc.contributor.author Savacı, Ferit Acar
dc.coverage.doi 10.1109/ISCAS.2005.1465731
dc.date.accessioned 2016-07-20T08:28:56Z
dc.date.available 2016-07-20T08:28:56Z
dc.date.issued 2005
dc.description IEEE International Symposium on Circuits and Systems 2005, ISCAS 2005; Kobe; Japan; 23 May 2005 through 26 May 2005 en_US
dc.description.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. en_US
dc.identifier.citation 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 en_US
dc.identifier.doi 10.1109/ISCAS.2005.1465731 en_US
dc.identifier.issn 0271-4310
dc.identifier.scopus 2-s2.0-67649132952
dc.identifier.uri http://doi.org/10.1109/ISCAS.2005.1465731
dc.identifier.uri http://hdl.handle.net/11147/1937
dc.language.iso en en_US
dc.publisher Institute of Electrical and Electronics Engineers Inc. en_US
dc.relation.ispartof IEEE International Symposium on Circuits and Systems 2005 en_US
dc.rights info:eu-repo/semantics/openAccess en_US
dc.subject Approximate solution en_US
dc.subject Compactly supported function en_US
dc.subject Computational complexity en_US
dc.subject Dynamical systems en_US
dc.subject Fokker Planck equation en_US
dc.title Approximate Stationary Density of the Nonlinear Dynamical Systems Excited With White Noise en_US
dc.type Conference Object en_US
dspace.entity.type Publication
gdc.author.institutional Savacı, Ferit Acar
gdc.bip.impulseclass C5
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gdc.coar.access open access
gdc.coar.type text::conference output
gdc.collaboration.industrial false
gdc.description.department İzmir Institute of Technology. Electrical and Electronics Engineering en_US
gdc.description.endpage 4902 en_US
gdc.description.publicationcategory Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı en_US
gdc.description.scopusquality Q3
gdc.description.startpage 4899 en_US
gdc.description.volume 5 en_US
gdc.description.wosquality N/A
gdc.identifier.openalex W1596601207
gdc.identifier.wos WOS:000232002404181
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gdc.oaire.keywords Computational complexity
gdc.oaire.keywords Dynamical systems
gdc.oaire.keywords Fokker Planck equation
gdc.oaire.keywords Approximate solution
gdc.oaire.keywords Compactly supported function
gdc.oaire.popularity 4.4810622E-10
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gdc.oaire.sciencefields 0203 mechanical engineering
gdc.oaire.sciencefields 02 engineering and technology
gdc.oaire.sciencefields 0210 nano-technology
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