Title :
A multi-resolution approach for steady state uncertainty determination in nonlinear dynamical systems
Author :
Kumar, Mrinal ; Singla, Puneet ; Chakravorty, Suman ; Junkins, John L.
Author_Institution :
Dept. of Aerosp. Eng., Texas A&M Univ., College Station, TX
Abstract :
A novel multi-resolution algorithm is presented to solve the Fokker Planck equation (FPE) for general N-dimensional nonlinear systems while addressing the "curse of dimensionality". Numerical aspects of the extension of the proposed approach to high dimensional systems is discussed for the stationary FPE. The algorithm is validated against and compared with the existing methods
Keywords :
Fokker-Planck equation; Gaussian processes; Monte Carlo methods; finite element analysis; nonlinear dynamical systems; Fokker Planck equation; multi-resolution approach; nonlinear dynamical systems; steady state uncertainty determination; Aerodynamics; Aerospace engineering; Monte Carlo methods; Nonlinear dynamical systems; Nonlinear equations; Nonlinear systems; Probability density function; Steady-state; Stochastic systems; Uncertainty;
Conference_Titel :
System Theory, 2006. SSST '06. Proceeding of the Thirty-Eighth Southeastern Symposium on
Conference_Location :
Cookeville, TN
Print_ISBN :
0-7803-9457-7
DOI :
10.1109/SSST.2006.1619059
