Please use this identifier to cite or link to this item: https://hdl.handle.net/11147/2174
Full metadata record
DC FieldValueLanguage
dc.contributor.authorGünel, Serkan-
dc.contributor.authorSavacı, Ferit Acar-
dc.date.accessioned2016-10-03T13:35:35Z
dc.date.available2016-10-03T13:35:35Z
dc.date.issued2006-11
dc.identifier.citationGünel, S., and Savacı, F. A. (2006). Determination of the stationary state densities of the stochastic nonlinear dynamical systems. International Journal of Engineering Science, 44(18-19), 1432-1447. doi:10.1016/j.ijengsci.2006.06.012en_US
dc.identifier.issn0020-7225
dc.identifier.issn0020-7225-
dc.identifier.urihttp://doi.org/10.1016/j.ijengsci.2006.06.012
dc.identifier.urihttp://hdl.handle.net/11147/2174
dc.description.abstractThe stationary state probability densities appear not only in the study of dynamical systems with random vector fields, but also in the deterministic dynamical systems exhibiting chaotic behavior when the uncertainties in the initial conditions are represented with the probability densities. But since it is very hard problem to determine these densities, in this paper the new efficient method to obtain an approximate solution of Fokker-Planck-Kolmogorov equation which arises in the determination of the stationary state probability densities has been given by representing the densities with compactly supported functions. With specific choice of the compactly supported functions as piecewise multivariable polynomials which are supported on the ellipsoidal regions, the parameters to be calculated for determining the densities can be considerably decreased compared to Multi-Gaussian Closure scheme, in which the stationary densities are assumed to be the weighted average of the Gaussian densities. The main motivation to choose the compactly supported functions is that, in the chaotic dynamics the states are trapped in a specific compact subspace of the state space. The stationary state densities of two basic examples commonly considered in the literature have been estimated using the Parzen's estimator, and the densities obtained using the newly proposed method have been compared with these estimated densities and the densities obtained with the Multi-Gaussian Closure scheme. The results indicate that the presented compactly supported piecewise polynomial scheme can be successful compared to Multi-Gaussian scheme, when the system is highly nonlinear.en_US
dc.description.sponsorshipResearch Council KUL: GOA-AMBioRICS, CoE EF/05/006 Optimization in Engineering, Flemish Government: FWO: G.0211.05 (Nonlinear Systems), G.0226.06 (Cooperative Systems) Belgian Federal Science Policy Office IUAP P5/22 and Turkish Scientific Research and Development Council.en_US
dc.language.isoenen_US
dc.publisherElsevier Ltd.en_US
dc.relation.ispartofInternational Journal of Engineering Scienceen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectStochastic control systemsen_US
dc.subjectCompactly supported multivariable polynomialsen_US
dc.subjectFokker-Planck-Kolmogorov equationen_US
dc.subjectRandom dynamical systemsen_US
dc.titleDetermination of the stationary state densities of the stochastic nonlinear dynamical systemsen_US
dc.typeArticleen_US
dc.authoridTR12076en_US
dc.institutionauthorSavacı, Ferit Acar-
dc.departmentİzmir Institute of Technology. Electrical and Electronics Engineeringen_US
dc.identifier.volume44en_US
dc.identifier.issue18-19en_US
dc.identifier.startpage1432en_US
dc.identifier.endpage1447en_US
dc.identifier.wosWOS:000242649900019en_US
dc.identifier.scopus2-s2.0-33751221023en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.doi10.1016/j.ijengsci.2006.06.012-
dc.relation.doi10.1016/j.ijengsci.2006.06.012en_US
dc.coverage.doi10.1016/j.ijengsci.2006.06.012en_US
dc.identifier.wosqualityQ1-
dc.identifier.scopusqualityQ1-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
item.grantfulltextopen-
crisitem.author.dept03.05. Department of Electrical and Electronics Engineering-
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
Files in This Item:
File Description SizeFormat 
2174.pdfMakale432.25 kBAdobe PDFThumbnail
View/Open
Show simple item record



CORE Recommender

SCOPUSTM   
Citations

2
checked on Mar 22, 2024

WEB OF SCIENCETM
Citations

2
checked on Mar 27, 2024

Page view(s)

198
checked on Mar 25, 2024

Download(s)

198
checked on Mar 25, 2024

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.