Steady State Analysis of Stochastic Systems with Multiple Time Delays

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

科研成果: 书/报告/会议事项章节章节同行评审

摘要

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.

源语言英语
主期刊名IUTAM Bookseries
出版商Springer Science and Business Media B.V.
137-146
页数10
DOI
出版状态已出版 - 2011

出版系列

姓名IUTAM Bookseries
29
ISSN(印刷版)1875-3507
ISSN(电子版)1875-3493

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