Steady State Analysis of Stochastic Systems with Multiple Time Delays

W. Xu, C. Y. Sun, H. Q. Zhang

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

In this paper, attention is focused on the steady state analysis of a class of nonlinear dynamic systems with multi-delayed feedbacks driven by multiplicative correlated Gaussian white noises. The Fokker-Planck equations for delayed variables are at first derived by Novikov’s theorem. Then, under small delay assumption, the approximate stationary solutions are obtained by the probability density approach. As a special case, the effects of multidelay feedbacks and the correlated additive and multiplicative Gaussian white noises on the response of a bistable system are considered. It is shown that the obtained analytical results are in good agreement with experimental results in Monte Carlo simulations.

Original languageEnglish
Title of host publicationIUTAM Bookseries
PublisherSpringer Science and Business Media B.V.
Pages137-146
Number of pages10
DOIs
StatePublished - 2011

Publication series

NameIUTAM Bookseries
Volume29
ISSN (Print)1875-3507
ISSN (Electronic)1875-3493

Keywords

  • delay Fokker-Planck equation
  • Gaussian white noise
  • multiple time delays
  • stochastic systems

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