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Extended Entropy Functional for Nonlinear Systems in Stochastic Dynamics
Author(s) -
Vasta M.,
Di Paola M.
Publication year - 2002
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/1617-7061(200203)1:1<464::aid-pamm464>3.0.co;2-#
Subject(s) - statistical physics , nonlinear system , stochastic dynamics , entropy (arrow of time) , computer science , mathematics , physics , thermodynamics , quantum mechanics
The maximum entropy approach is utilized for deriving the stationary probability density function of nonlinear stochastic systems to white noise excitation. To this aim a variational formulation is proposed where by means of the Lagrange multiplier methods the entropy functional is maximised constrained to the Fokker Planck equation. Some exact solutions in terms of Lagrange function of MDOF linear systems and for a class of SDOF nonlinear systems, are obtained.