Stochastic sensitivity analysis: theory and numerical algorithms
[摘要] A problem of the analysis of nonlinear dynamic systems forced by the random disturbances is considered. For the description of probabilistic distributions around the deterministic attractors, a theory of the quasipotential and its approximations based on the stochastic sensitivity functions (SSF) technique is suggested. Constructive methods for the computation of SSF for the equilibria and limit cycles are presented and discussed. We show how SSF can be used for the visual description of probabilistic distributions in the form of confidence domains.
[发布日期] [发布机构] Ural Federal University, Lenina 51, Ekaterinburg; 620000, Russia^1
[效力级别] 计算机科学 [学科分类]
[关键词] Confidence domain;Constructive methods;Numerical algorithms;Probabilistic distribution;Quasi potentials;Random disturbances;Stochastic sensitivity analysis;Stochastic sensitivity functions [时效性]
