一类非线性系统Fokker-Planck方程的解法
Fokker-Planck Equation Solutions for A Class of Nonlinear Systems
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摘要: 通过对一类典型非线性反馈系统的分析,提出一处对一阶和二阶反馈非线性系统的稳态 Fokker-Planck方程的解析解法.根据这一方法,再利用最优降阶技术,提出高阶系统的近似 解,并将其与RDF方法得出的近似解在精度上加以比较,得出有益的结论.
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关键词:
- 非线性系统Fokker-Planck方程 /
- 随机输入 /
- 模型降阶 /
- 最优化方法
Abstract: A class of typical feedback nonlinear systems is analysed. By this analysis, analytical solutions of the steady-state Fokker-Planck equations for first-and second-order systems can be obtained. Based on this algorithm, together with the optimal reduction technique, approximate solutions for Fokker-Planck equation of high order systems can also be obtained. The accuracy of the approximate solutions is compared with that of the traditional RDF method and satisfactory conclusions are obtained.-
Key words:
- Nonlinear systems /
- Fokker-Planck equation /
- stochastic input /
- model reduction
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