A multi-resolution approach for steady state uncertainty determination in nonlinear dynamical systems

Mrinal Kumar, Puneet Singla, Suman Chakravorty, John L. Junkins

Research output: Chapter in Book/Report/Conference proceedingConference contribution

20 Scopus citations

Abstract

A novel multi-resolution algorithm is presented to solve the Fokker Planck Equation (FPE) for general N-dimensional nonlinear systems while addressing the "curse of dimensionality". Numerical aspects of the extension of the proposed approach to high dimensional systems is discussed for the stationary FPE. The algorithm is validated against and compared with the existing methods.

Original languageEnglish (US)
Title of host publicationProceedings of the 38th Southeastern Symposium on System Theory
Pages344-348
Number of pages5
StatePublished - Oct 17 2006
Event38th Southeastern Symposium on System Theory - Cookeville, TN, United States
Duration: Mar 5 2006Mar 7 2006

Publication series

NameProceedings of the Annual Southeastern Symposium on System Theory
Volume2006

Other

Other38th Southeastern Symposium on System Theory
CountryUnited States
CityCookeville, TN
Period3/5/063/7/06

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All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Mathematics(all)

Cite this

Kumar, M., Singla, P., Chakravorty, S., & Junkins, J. L. (2006). A multi-resolution approach for steady state uncertainty determination in nonlinear dynamical systems. In Proceedings of the 38th Southeastern Symposium on System Theory (pp. 344-348). [1619059] (Proceedings of the Annual Southeastern Symposium on System Theory; Vol. 2006).