Open AccessSolutions of path integration for nonlinear dynamical system under stochastic parametric and external excitations
Author(s) -
Xie Wen-Xian,
Wei Xu,
Youming Lei,
Li Cai
Publication year - 2005
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.54.1105
Subject(s) - nonlinear system , parametric statistics , path (computing) , statistical physics , stochastic dynamics , physics , path integration , computer science , mathematics , quantum mechanics , statistics , programming language , artificial intelligence
The numerical path integration based on GaussLegendre scheme is extended to the case of nonlinear dynamical system under stochastic parametric and external excitations. For the purpose of comparison between the numerical solutions and the analytic solution(if the system has) or MonteCarlo simulation, we discuss the system under parametric and external Gaussian white noise excitations. The numerical method is shown to give accurate results. Via the numerical solutions of path integration, we have studied the P bifurcation of the stochastic system.