On explicit steady - state solutions of Fokker - Planck equationsfor a class of nonlinear feedback systemsRoger

نویسندگان

  • Roger W. Brockett
  • Daniel Liberzon
چکیده

We study the question of existence of steady-state probability distributions for systems perturbed by white noise. We describe a class of nonlinear feedback systems for which an explicit formula for the steady-state probability density can be found. These systems include what has been called monotemperaturic systems in earlier work. We also establish relationships between the steady-state probability densities and Liapunov functions for the corresponding deterministic systems.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotic Properties of Nonlinear Feedback Control Systems Chapter Ii. Quantized Feedback Stabilization

This page is a substitute for the real page 2, the signature page. I am inserting it so that subsequent page numbers will appear on the correct side in the top margin. iii ACKNOWLEDGEMENTS First of all, I would like to express my deep gratitude to my advisor, Professor Roger W. Brockett of Harvard University. His boundless knowledge has made it possible for me to write this thesis, and his unfa...

متن کامل

Stability of steady states in kinetic Fokker-Planck equations for Bosons and Fermions

We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and FermiDirac statistics, respectively. We establish the existence of classical solutions in the perturbative regime and prove exponential convergence towards the equilibrium. Version: November 6th, 2006

متن کامل

The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions

Make more knowledge even in less time every day. You may not always spend your time and money to go abroad and get the experience and knowledge by yourself. Reading is a good alternative to do in getting this desirable knowledge and experience. You may gain many things from experiencing directly, but of course it will spend much money. So here, by reading fokker planck equation for stochastic d...

متن کامل

The Wigner-Fokker-Planck equation: Stationary states and large time behavior

We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique stationary solution in a weighted Sobolev space. A key ingredient of the proof is a new result on the existence of spectral gaps for Fokker-Planck type operators i...

متن کامل

Fokker–Planck approximation of the master equation in molecular biology

The master equation of chemical reactions is solved by first approximating it by the Fokker–Planck equation. Then this equation is discretized in the state space and time by a finite volume method. The difference between the solution of the master equation and the discretized Fokker–Planck equation is analyzed. The solution of the Fokker–Planck equation is compared to the solution of the master...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998