Information Closure Method for Dynamic Analysis of Nonlinear Stochastic Systems

[+] Author and Article Information
R. J. Chang, S. J. Lin

Department of Mechanical Engineering, National Cheng Kung University, 701 Tainan, Taiwan, R.O.C.

J. Dyn. Sys., Meas., Control 124(3), 353-363 (Jul 23, 2002) (11 pages) doi:10.1115/1.1485746 History: Received December 01, 1999; Online July 23, 2002
Copyright © 2002 by ASME
Your Session has timed out. Please sign back in to continue.



Grahic Jump Location
Entropy evolution (Hi(x)) and second moment propagation (m2,i) estimated by different entropy modes (i=1∼3), and Monte Carlo simulation (ooo); i=1-mode of exp(−λ1,1(t)x2),i=2-mode of exp(−λ1,2(t)x4), and i=3-mode of exp(−λ1,3(t)x6)
Grahic Jump Location
Nonstationary density (pi(x)) at time instant t=0.5 estimated by different entropy modes (i=1∼3) and Monte Carlo simulation (ooo)
Grahic Jump Location
Entropy evolution (H(xi)), second moment propagation (mij) and associated stationary exact solution (⋯)
Grahic Jump Location
Density evolution p(x1,t) at time instant t=0, 0.7, 1.5, 12, and exact density in stationary
Grahic Jump Location
Stability boundaries under q110q22 and μ0=1 given by different definitions: 1 -almost sure stability, 2 -first moment or density stability, and 3 -second moment, spectral or entropy stability
Grahic Jump Location
Parametric analysis of entropy stability by different modes (i=1∼3) with q33 as a parameter for qualitative root-locus plot; (q33)S,1-mode of exp(−λ1,1x12),(q33)S,2-mode of exp(−λ1,2x14),(q33)S,3-mode of exp(−λ1,3x16)
Grahic Jump Location
Boundaries of entropy stability under ξ0≥2q22 estimated by different modes: 1−q33=(4/225) (μ030−2q22)3/q112),2−q33=(Γ(0.25)2/432Γ(1.75)2) (μ030−2q22)3/q112), and 3−q33=(16Γ(5/6)3/3Γ(1/6)3) (μ030−2q22)3/q112).




Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In