An original approximate method for estimating the invariant probability distribution of a large class of multi-dimensional nonlinear stochastic oscillators |
| |
Authors: | H Mosbah M Fogli |
| |
Affiliation: | LERMES, Universié Blaise Pascal, BP 206, 63174, Aubière Cedex, France |
| |
Abstract: | This paper proposes an original method for obtaining analytical approximations of the invariant probability density function of multi-dimensional Hamiltonian dissipative dynamic systems under Gaussian white noise excitations, with linear non-conservative parts and nonlinear conservative parts. The method is based on an exact result and a heuristic argument. Its pertinence is attested by numerical tests. |
| |
Keywords: | Multi-dimensional nonlinear stochastic oscillator Invariant probability density Hamiltonian systems |
本文献已被 ScienceDirect 等数据库收录! |