Affiliation:
1. Department of Mechanical Engineering, Auburn University, Auburn, AL 36849 e-mail:
2. Department of Mechanical Engineering, Gonzaga University, Spokane, WA 99258 e-mail:
Abstract
For stochastic systems, the Fokker–Planck equation (FPE) is used to describe the system dynamics. The FPE is a partial differential equation, which is a function of all the variables in state space and of time. To solve the FPE, several methods are used, including finite elements, moment neglect methods, and cumulant neglect methods. This paper will study the cumulant neglect equations, which are derived from the FPE. It will be shown that the cumulant neglect method, while being a useful and popular tool for studying the system response, introduces several nonphysical artifacts.
Subject
Applied Mathematics,Mechanical Engineering,Control and Systems Engineering,Applied Mathematics,Mechanical Engineering,Control and Systems Engineering
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